That’s what he told the Pittsburgh Tribune-Review.
When asked why his father has not released his tax returns as presidential candidates have traditionally done, Trump Jr. said, “Because he’s got a 12,000-page tax return that would create … financial auditors out of every person in the country asking questions that would detract from (his father’s) main message.”
Remember, the “official” explanation for Trump’s failure to release his tax returns—unprecedented in modern elections—is that he’s under audit. It could be that Trump worries if “every person in the country” was “asking questions” about the stuff in the returns, those questions might tip off auditors to previously undiscovered anomalies. That isn’t a good excuse either. But Trump, Jr. isn’t saying that. He’s saying his dad won’t release the returns because it “would detract from [his father’s] main message.” Which is to say, releasing them would be politically damaging. So he’s just not going to do it.