Does "Income tax" count as a Curse or Bad Stuff that will remove "Chicken on your head"?
Yes.
The question boils down to: Does &quot;that removes your Headgear&quot; mean &quot;that specifically instructs you to remove your Headgear&quot;, or does it mean &quot;that causes you to remove your head gear&quot;.
Since no cards specifically instructs you to remove your headgear —they instruct you to lose it— I would favour the looser interpretation.
This is supported by a an official ruling (in reply to this).

Any Curse or Bad Stuff that removes your Headgear will take the chicken with it.
This means that any Curse or Bad Stuff that (a) specifically targets Headgear or (b) has the effect of removing the Headgear you are wearing, whether specifically targeting it or not, will remove the Chicken.

Since Income Tax is a Curse that has the effect of removing the Headgear you are wearing (even though it doesn't specifically targeting it), it will remove the Chicken.