Hi all!
Not a filer now nor was I doing it from Puerto Rico.
However, I am a PR native. Unfortunately, yes, for the immigration process, there are times that USCIS officers do not understand the nuances between Puerto Rico and USA documents. I wouldn't even be surprised that some of them forget the whole U.S. territory - and yes, I have been present to conversations about this where I have been asked if it was hard for me to get my green card as recent as less than a decade ago. For example, the whole tax returns. You have the ones in PR to Hacienda (as someone previously stated) and the federal ones that are the same as those in USA. Likewise, the birth certificates can be a thing, especially due to the fraudulent ones. I know for sure twice there has been a government change in how they look and I have had to request them so I have the updated version (and I am only in my 30s) just because the old ones were so easy to fake, people getting to PR illegally and using them to then marry to get to the USA.
At any rate, when it comes to financials just send everything that you have. Sometimes including a short statement of explaining what something is can help them understand. I kid you not, I paid Puerto Rico for a certificate of single status just to be safe when I started the K1 visa for my now husband only because I didn't want issues and I knew just throwing Puerto Rico into the mix could result in stupid RFEs. LOL
Anyways, long rant, let me know if I can help. Best of luck!