There are few things more "official" than an accepted tax return. This is an *informal* truth of the system.
Tax agencies are broadly supportive of receiving more tax returns.
No bureaucrat wants to call the taxman a liar.
Suppose a random official at city hall does not agree that you are legally entitled to run a sole proprietorship, perhaps on a theory about your immigration status. You might find it useful to have a piece of paper from the tax agency.
"Supposing I were able to run it, I'd be able to produce a document from the tax agency applying for permission to file a self-employed tax return. Oh look, here it is, stamped Accepted. I wonder: Did. They. Make. A. Mistake?"
"That's right, I agree, it is highly likely that they are extremely well versed in this sort of thing. So, moving on: the thing I need from you is..."
*hums meaningfully*