CoinLab having the info would make it that much easier for the US gov't to get the info, but its best to assume they already have it if you use Mt. Gox. If you use a paper wallet that was generated offline, once you send your funds out of the exchange to that paper address, well there is NO WAY FOR ANYBODY to know who is the owner of that paper address.
I just want to reiterate and bump this fact, to me this single fact is why I think bitcoin will make it, cheating on taxes and or hiding wealth is just what happens; everyone is looking for that new thing to make money off of and I think bitcoin is it, I thought this 1 year ago and its now looking to be more and more a reality everyday
This single fact is why i think bitcoin will make it to the very end because someone out there has millions of dollars of this shit stored away and no one will ever know about it, now i dont know about you but I think alot of rich people who are having trouble doing this exact thing(hiding some of their wealth) bitcoin is the answer
