Autom.selection of comp.codes to accompanying taxes on sls/purch.groups

What causes this issue?

The advance return for tax on sales/purchases is transferred for
each taxes on sales/purchases group, where the tax balances of all
company codes belonging to a taxes on sales/purchases group are
accumulated. The following steps are therefore carried out, providing
you have chosen the preparation of the form printout:
The taxes on sales/purchases groups are opened automatically for
the company codes you specified.
All respective company codes are specified automatically for these
taxes on sales/purchases groups.
The report then runs for the automatically specified company
codes.

Error message extract from SAP system. Copyright SAP SE.