Even though this happened about 2 years ago, It may be of interest to some of you.
I applied for some cards at Citi for a younger sibling who had no tax returns filed. Citi asked for the 4506T. We sent it in even though there were no returns on file, and about 2 weeks later Citi approved her application. Apparently as others have mentioned, Citi is not looking strictly for income, or they may not be doing a great job in their research, Either way, if you get the request for the 4506T it's probably worth it to send it in.