The UK is a good example of this -- if you're a regular employee and earn under the higher earnings threshold then you're very unlikely to be required to fill in any kind of tax return, as all your income will have been taxed at source and we don't tend to _do_ deductions. You'll get a P60 from your employer and you've got until October to notice if you either want to or need to fill in a self-assessment (hint: you don't). If you earn more, it may well be worthwhile filling one in because schemes like gift-aid assume basic rate tax and you can claim back the difference between basic and higher rate. But even then, as an employee you can often ask for any pension contributions or charitable donations to be given directly from salary pre-tax which means less paperwork later.

Having to fill out self-assessment -- or at least complaining about doing so -- is a bit of a humble-brag as it's an indication that the person complaining earns enough (or has sufficiently complicated tax arrangements) to need to.