Piper is right that breathing is God's grace. The kind of grace usually spoken of in Christian circles can be defined as the ability-given by God-to humble oneself, turn from one's sins and come under the blood of Christ. (Acts 2 38)
John Piper uses dishonesty on a tax form as an example of the fruit of a depraved mind resulting from turning our hearts away from God. If the government is rotten, then couldn't it be argued that paying taxes to such an authority would be the type of thing Romans 1 32 is talking about, namely, giving hearty approval to a group of people who commit the sins listed in the previous verses.
Incidentally, I counted 24 sins in that list in the King James version, not 21, the number Piper has in the NIV or whatever version he was using when he preached that sermon.