No, GP is referencing the Greek financial collapse and accompanying austerity measures. They made no reference to the tax rate being high, and even if it was, tax evasion to get around that is unsupportable.
I also highly doubt it’s an easy hypothesis to test. It’s not like you can set up an experiment. Good luck linking correlation to causation given the highly unique conditions in every country.
Extremely high tax evasion (as in Greece around the financial crisis) can be absolutely debilitating for countries and their economies.
Privacy doesn’t mean much when you have 40% unemployment and people can’t get jobs to feed their families.