In the Booking Financials Report, you have the option to include taxes by selecting the relevant checkbox(es) in the report settings. However, rather than being shown on each individual line, taxes are grouped and displayed in the Revenue Summary at the bottom of the generated report if you have selected the option "Include Summary" when exporting the Report.
Additional Information:
If you do not see the Tax summary at the bottom of your Report, make sure you have selected the "Include Summary" checkbox when Exporting the Report.