Importing products into Drupal Commerce and handling Tax
Found the solution it seems.
It is apparently not enough to add a field under the data array, you also need to add the include_tax field on the same level as amount and currency:

//commerce_price[und][0][amount]
$price = array(LANGUAGE_NONE =&gt; array(0 =&gt; array(
  'amount' =&gt; $price * 100,
  'currency_code' =&gt; $product_obj-&gt;vatType,
  'data' =&gt; array('include_tax' =&gt; 'MVA_hoy'),
  'include_tax' =&gt; 'MVA_hoy',
)));
$form_state['values']['commerce_price'] = $price;


Now, when importing products, the tax field is updated.