The one the govt made in Australia isn't half bad, though mygov was rough when it launched.
They then mandated you use a third party to file things like employee payments saying there would be free or cheap software to do this and listed a few.
Over time the free or low cost became more and more costly for something you have to submit to them by law.
It is a difficult issue as most of the government IT are straight up incompetent. (Just last week they gave up on a project after spending $2 Billion AUD).
The private industry would likely do a better job but then some people get rich, as opposed to a whole bunch more getting paid for what ends up in the bin.
The purely online based one now is very decent.