Even if it were true, it is NOT a question of "to lie" or "not to lie" but IMO a right of non-disclosure of private information.
From the Bill of Rights:
"A well regulated Militia, being necessary to the security of a free State, the right of the people to keep and bear Arms, shall not be infringed".
I would simply write the following statement on the weapon list column.
"To ask such a question on a tax form is an 'a priori' infringement of my right to keep and bear arms".
Or "a request of this kind constitutes an unreasonable 'search' with no probable cause"
Or a case could also be made from another guarantee granted by the Bill of rights, the Fifth Amendment. "Why is this information necessary? Until I have that reason I stand upon my right of the probability of incriminating myself and respectfully decline to give this information".
Yes, I realize that Big Brother has also asked questions like "how many toilets do you have?" on the census forms.
As the government grows our privacy and freedoms diminish and the Bill of Rights is revised (after all it is a "living and breathing" document) into extinction.
HankD