Just unusual. In most countries it's Immigration or Border Force who deal with passports and visas. Customs generally are only interested in any goods you are bringing in or taking out.
That's what I was implying. Immigration won't need any tax return, what they will ask for is a certifying letter from the tax office confirming the return has been filed. Similar to the official bank letter you get confirming your bank account. Where money is involved it will most definitely be coordinated!