I interact with the IRS once a year having to remember a short PIN I created years ago and can't figure out how to change. My bank has a very strong knowledge of who I am partially via http://en.wikipedia.org/wiki/Know_your_customer and because I login to it on a much more frequent basis.

It isn't that my bank would change the role of the IRS, but I'd login to the IRS using a strong identity issued by my bank versus this silly PIN I use today.