It’s possible that this game is just filling out numbers in the PDF for you and you can fill out your personal info manually, sign it, and mail it in. If it’s trying to do E-file for you, then yeah I would be scared.
It's certainly a convenience, and most serious software would try to include it, but I don't think MSCHF are going for convenience. The Yahoo headline and article uses the word "file" but the video doesn't.