The OP clearly states that his agent had requested this, not CM immigration directly.
If this was an actual new requirement at CM immigration then there would be numerous reports of this from expats who have renewed their extensions recently. Particularly those who don't use agents.
I live in Chiang Mai and I've not heard anything relating to this, not even on the Chiang Mai Facebook expats page.
Personally, I think that the OP's agent is just fishing for information. Trying to find out how much money their clients are bringing into the country each month. And using immigration as an excuse to ask personal money related questions.
They are probably looking partnering up with a financial advisor and moving into the taxation game. We all know this is going to happen.