Amex Credit Card Complaint

Amex Credit card department,

Closing/Cancelling account California

I have a been a valued AME- cardmember since 2004. I have a flawless payment history with them and have a credit score over -. I received a call from AME- Financial Review on Wednesday, - -, questioning my ability to pay for the credit cards I have with them and the new credit cards I have signed up with them. One was in response to a targeted letter offer, and 2 others for a personal and business credit card. AME- threatened that I give them permission to request my tax info from the IRS, or else they will shut down my entire account with them. I have never received this before from Amex. It is very shocking because they are demanding to see my private financial information. In response, I have paid off one credit card in full, and planning to pay off the remaining one within the next few days. I do not know what else I should do. I refuse to allow anyone threaten me and violate my privacy. What should I do here?