Everything about the US Government is insane - you took all the wrong lessons from two World wars.
Here only the self-employed file their own taxes, which they do because they are operating as a business. If you think you've been over-taxed you can file you a change of tax code, at which point the Revenue will re-calculate and pay you the difference, with interest on anything from the previous tax-year.
You're unlikely to be in the wrong tax code unless you change jobs, or work more than one job.
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