Hi Stealth,
No, it won't affect your sponsorship but what a person's financial situation can do is lead to questions about how you will support your spouse once they arrive. Assuming you are gainfully employed, it should not be an issue. They can't refuse you because you didn't pay your taxes YET. However, they can refuse if they don't believe that you and your spouse have the ability to support yourselves once your spouse arrives in Canada. Hope that helps.