The danish tax authority is called skat. It has a double meaning of taxes and loved one, it's as if the German one was called Schatz/Schätzle, I think it's cute.
As an extension of schat we also have schatkist, which means treasure chest, which is also used as the translation for treasury.
When I look up the meaning of schat the dictionary says: A large collection of valuables. I see how an organization gets named after the very thing they are supposed to handle.
The danes have chosen to name their tax authority not "skat authority" or something like that, just "skat" which evokes the friendly/funny pun.