I'm an October 14th (got my Copr last Thursday). I was asked for my T4, NoA for 2012, 2013 and 2014 and CPP last summer, as well as the MR. It is not uncommon at all, don't worry.
I submitted all my tax info from 2012 to 2015 voluntarily, because I always like to keep CIC informed and let them know that I am absoultely honest about things. Not sure, if they would have requested it. I hope they don't mind it though. ;D