Tax data missing on shipping line items

I don't know if this problem originates in commerce core, commerce shipping or commerce tax.

When loading a commerce order ex: (from commerce_reports module)

$wrapper = entity_metadata_wrapper('commerce_order', $order);
$order_data = $wrapper->commerce_order_total->data->value();

foreach ($order_data['components'] as $component) {
 if (!empty($component['price']['data']['tax_rate'])) {
  // Component has tax info in price
 }
}

But when the component is a shipping line_item tax_rate is not loaded in the data price array.

Example: Order with 1 product 6% tax and shipping with 25% tax. No tax data is loaded to the shipping component