It's a matter of discretion. The agency is not required to do anything other than what it did, meaning, to inform the population in general through its website and to respond to access requests under the Privacy Act. The agency meets the minimal requirements of the act.
Would it be possible? That certainly requires some effort, but we know that the government wants to make it easy for Canadians to obtain access to information. It's something that might fit in with this objective.
Is it easy to institute, technically speaking? You'd have to speak to the Canada Revenue Agency about it. I imagine that there are electronic ways so that once the information is sent, the agency could inform the individual concerned without it being too complicated. The matter should be studied in more detail.