Maybe not, maybe so.
I certainly can see how you don't like to make that information available, but we force people to go beyond their privacy all the time.
From forcing Muslim women against their modesty to show their faces (a growing trend) to the more relevant (to this case) forcing you to get a public record for building permits, having to let everyone know what your building on your property.
If its all public for everyone though, it works out well, and has proven to work well.
Besides, if you wanna get down to it, people in a marketing firm already know what you make, what you buy, how often you buy it, what you invest in, what books you read, what food you eat, how much you drive, what movies you see and when, what X-rated products you buy etc etc etc
So, I think Tax Returns are the least of your problems, people with a vested interest in getting your money already know it all, and sell the information legally.