PR and tax are more entangled than most applicants realize. The first clarification: tax residency and immigration status are separate concepts. Holding PR does not automatically make you tax resident if you live elsewhere, but in practice PR usually accompanies genuine residence, and genuine residence typically means the country taxes you, often on worldwide income.
Your home country side matters too. Some countries keep taxing certain income of nationals abroad or apply exit taxes, and double taxation treaties prevent paying twice only when you file correctly in both places and claim the right credits.
Planning consequences follow: investment and pension products tax efficient at home can be treated punitively in the new country, and inheritance exposure can change with residence. Have one thorough session with a cross border tax adviser around the time PR is granted, and keep meticulous records of income, filings, and days spent in each country.