Tax payments (e.g. income taxes if you’re not on PAYE) can be quite lumpy so they’d easily through you way over your budget and distort the analytics. An option to exclude certain transactions from the budget without marking it as excluded would be good. Maybe applied as a flag to particular (custom) categories (e.g. Taxes)?
This might also be solved by rolling budgets once they’re released by having an annual budget for taxes, but I still think this might be a useful feature for other purposes.