The question is, did Bitfinex specifically said they would exchange such information to those other countries tax authorities? The issus of tax would come only when crypto is allowed. You don't expect a country that prohibits crypto currency expects to generate tax from such avenue, its contradictory. They might send the details for other reasons, but not for tax purposes.

What you should you advise your friend is that, if he is not sure that Bitfinex would keep his information safe without sending it to his home country which might lead to some form of punishment because it had already been prohibited, he should just end his relationship with Bitfinex and move somewhere else. There are lots of other trading platforms although ask for KYCs but not going to send your details home.