No, I don't think that they have to. And I can't imagine a law which will make them to do so, BTC wallets are non-personalized.
They are still looking for ways, it is very difficult but they will try to limit the loss of budget. Taxes are the lifeblood of a nation, bitcoin holders will good source of income if they can control these people.
I same you and I support the income tax from bitcoin, there are thousands of people become billionaires in day trading bitcoin. These contributions are extremely large, it gives the government capital and the government will support bitcoin