NWR - employer wants my tax returns?

So I recently got hired at a new company, and while I was in school I did odd jobs that paid cash. I never had a w2 or 1099, I listed this on my resume as experience I had. Now this employer wants employment verification for the time I was self-employed from ****, which obviously I do not have. She now wants my tax returns for the 4 years I was doing this to "prove" I did this as there is no other record such as the W2 or 1099, I tried to explain that taxes don't show employment verification, only income. Is this normal? I have never had this happen. I don't understand why this is such a big deal to them unless they are trying to ask for something they know I cannot provide in an effort to be able to rescind my offer.