Thanks for your question.
Yes, asking for your tax return is probably excessive but it is up to agents what their referencing criteria is just as it is up to you to decide whether or not to comply with them or not. There is little you can do to try to enforce a change in their policy regrettably but if they refuse to give you your deposit back then you would possibly have a case under the Unfair Terms in Consumer Contracts regulations for the return of the deposit.
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