I've lived in Sweden where taxes are not just automatically filed but every citizen can trivially look up anyone's tax returns and nobody ever saw it as the government being intimately entangled with anyone's life.
Privacy violation would be to look into how and on what you spend your money, not that everyone pays their share of taxes. That tells you nothing about what people spend their money on. Merely that they aren't avoiding paying their part. I don't see the problem with the government automatically doing my taxes or anyone being able to see that.