You're probably right, buuuuut there is another possibility to consider:
Tax information is really sensitive stuff, so inputting that information on an OS that isn't maintained for security does open a security issue. Maybe even a liability.
I figure it might be a combination of the two. Developers being slightly concerned raised the issue, and marketers jumped on it as a way too sell more product.
Kind of a devil you know versus the devil you don't situation.
Yeah, Windows sucks. Not going to get an argument from me over that! I don't use it. Yeah, all of this stuff they're doing these days seems really gross.
However, "well that's how it's supposed to work" is a lot better than having to admit that they were running on a platform that was exfiltrating sensitive information not to the normal and generally accepted spying eyes, but to some hacker in a basement.
Is it right? I don't think so. But that's the reality of the industry and society these days.