Unless you are thinking that you only would need to file taxes if you were to sell the GP for some kind of normal currency. That isn't how income tax works, you can't avoid or delay being taxed by receiving your salary as gold or bitcoin or some non-currency asset, all "clearly realized accessions to wealth" count as taxable income. And so just as you have to pay income tax on the fair market value of bitcoin or gold whenever you mine or otherwise earn it, you would also have to do that with GP whenever it was earned.
Obviously if they were able to trade it for money the thing was valuable, and that trade deprived the original players of whatever value, despite that value being artificial (Jagex could just just flip bits to give players gold), meeting the definition of theft.
Also interesting that Jagex tried to have it ruled as their own property as well. They have deliberate rules in the terms to the effect that they will never compensate you for scammed gold. They wanted to have their cake and eat it too; we create arbitrary restrictions on whether we will make players whole based on our convenience demonstrating their desire to treat it as without value where their own culpability is concerned, but also want it legally to be treated as their own property as far as culpability is concerned. Something about that feels off.