A tradition that had only existed for 22% of our nation's history. We survived "corruption threats" for 180 years without needing tax returns, yet some in this thread make it sound like we can't survive anymore like our ancestors. We are okay violating the rights of a man, just to get information that is not at all necessary (tax returns are political ammunition and nothing more). Information we didn't need for 78% of our countries history.
Segregation of black and white people (whether through slavery or other social/systemic discrimination) and women not being allowed to vote are also institutions that were in place for the bulk of the nation's history as well. I'm not sure that using the argument that something existing for a long time makes it a good idea. I personally don't see how being more informed about potential conflicts of interest and/or political leverage a person might have over them while they hold public office makes us any worse off.