I'm surprised you didn't mention it, or is this also because you're not subject to them?
If you use exchanges without KYC, then what kind of tax documents can we talk about? If your government obliges you to keep a record of your transactions on any exchanges, then this is a different moment. When I used CEX in Russia, no one here required it. In general, in Russia, almost none of the crypto users pay taxes on their income from crypto currencies, since in this country there is no sane legal and tax base that would regulate all this, there are no special forms for crypto users that must be submitted to the tax control.
I suppose this is slightly different from the typical "KYC" requirement, which is just to know who the customer is (duh) and ensure it's an actual person and same person -- I am against it too, don't get me wrong, but as I noted above, I feel like where you come from, where you operate from, and how connected your country is to other regulations -- definitely something to consider.
As I understand it, my situation is unique and triggers all kinds of flags on systems mainly all due to multiple location, nationality, currency I use.
So instead of asking for my personal identity (as in my name, etc.) I was instead asked:
Proof of Asset (signing from wallets) was to prove the crypto was my own and deposited by me.
Proof of Source of Income: The tax documentation was to prove the source of income if I was salaried, or if I was freelancer, etc. I didn't give tax docs, I substituted with invoicing proving payments to my crypto wallets used as Proof of Asset. To show the money I earned to buy crypto, or the crypto I earned, was earned, rather than stolen or given.
Perhaps none of this will ever apply to you or 90+% of people on this forum since I honestly haven't met someone asked for these. And after your response, I guess my fact-finding continues.
P.S. Well done!