I had a job offer in writing from ADP and they demanded to see my last 2 tax returns. I refused so they retracted the offer. Is that right?

My tax returns are my personal business and have nothing to do with a job. They had made the offer in writing. After they ditched me, they had a lawyer call me asking what happened. I think they were afraid I try to would sue. Chicken shit organization that I bad mouth every chance I get.