Who are "they"??? I ask, because the IRS Form 8879 is used for you to provide your personal private e-filing PIN to another, so they can sign and file "YOUR" tax return on your behalf. I see no reason any government agency at any level of government would have any need for this information. Something's fishy here. You sure you got the right form number? It states at https://www.irs.gov/pub/irs-prior/f8879--2021.pdf
Purpose of Form
Form 8879 is the declaration document and signature authorization for an e-filed return filed by an electronic return originator (ERO). Complete Form 8879 when the Practitioner PIN method is used or when the taxpayer authorizes the ERO to enter or generate the taxpayer’s personal identification number (PIN) on his or her e-filed individual income tax return.