I'm pretty sure it is true that it goes into your credit score. It very vaguely says that you will have to "pass the lender's review" plus some "third party information may be used". Which is just false advertising. Thankfully, I didn't pay for this tax return, but although I've been using Turbotax for 7 years, I think it's time to switch because I do not like how they handled this. And generic robotic replies in this thread are just insult to injury.
