I've had companies asked for tax documents prior to giving me a formal offer. They didn't specify the purpose ("it's our process") but I suspect that it was to make sure the current salary I claimed was genuine.
I've done the same, on one occasion I still got the offer. The only time I've given tax info is when I was working for an industry that mandated it (due to working on critical infrastructure and DOE regulatory requirements).
I told them to f- off.