Does the mayor count as multiple knights during taxes?
The mayor counts as only one follower for all purposes other than the final scoring of a city.

The answer seems to hinge on the definition of scoring, so I went and looked that up. The whole section is about scoring roads, cities and monasteries. All very specific about traditional scoring, so not very relevant to your case. Then, it ends with this:


  After scoring a road, a city or a monastery – and only then – the followers used in the scoring are returned to their 
  player's supply.


I don't think both of you thought to do this. It's in clear contrast with what you're supposed to do when the wheel of fortune hits taxes. If taxes would count as scoring, both players would have to remove all of their knights after taxes.

Therefore I don't think taxes count as scoring, and so the mayor does not count as a multiple of knights during taxes.

Whether or not the mayor should count as a follower at all, is hard to ascertain by the regular rules. Fortunately, this question has been asked often enough that it's included in the annotated rules FAQ (Footnote 118 on page 42):


  Question: What is the status of the mayor, the barn and the wagon? Are they followers or 'special figures' like the builder and
  the pig?
  Answer: Ah… that old chestnut! The mayor is a follower, subject to the usual rules of deployment and affects the majority.
  The barn is a special figure, although it can also be counted as a follower. As far as the wagon is concerned, I'm a little uncertain,
  but I'd nevertheless count it as a follower.