Given tax related issued would be very confidential, they would or should be looking out for your security and the VPN may be getting in the middle of this.
Now I don’t use the Avast SecureLine VPN, I have a free VPN that I use very, very occasionally so I have bever come across this problem.
Have you tried setting an Exception for that site (to effectively not use the VPN) or tried split-tunnelling ?
I did a search - VPN split tunneling explained