All the addresses at first are anonymous, usually they can be related to you if, for example, you move bitcoin to and from an exchange where you did the KYC, in that case it would be pretty easy to link that address to you. And let's say this is your case, now you have the bitcoins in your wallet, if you move them to another wallet you may say that is not yours, that somehow you got hacked and you lost control of those bitcoins. Of course you should make a police report or something like that, and if in the future you're still in the same country and you try to move again those bitcoins and they found out you lied, well, in that case the consequences are not going to be nice I guess. All this is just an hypothetical discussion, many countries don't tax the simple possession of bitcoins.