You’re all approaching this the wrong way round. The oddity is not that the UK had an ‘Inland’ Revenue but that the US has an ‘Internal’ Revenue Service.
Although the Inland Revenue itself was only created in the nineteenth century, the use of the word ‘inland’ in the context of taxation was much older. That sense dates back to the sixteenth century at least. The original distinction was between inland duties collected inside the country and customs duties collected at the borders/ports.
(Just to complicate things, the excise was an inland duty, but it later became more convenient to combine the excise office with the customs collection to create a single department, the Customs and Excise, leaving the other inland taxes to be collected by the Inland Revenue. As has already been mentioned, those have now merged to create a single tax collection department.)
In contrast, the use of ‘internal’ to refer to a country’s domestic affairs dates only from the 1790s. What is more, one of the two quotations given by the OED for its use during that decade uses it in the context of the US government revenues. In other words, it was the Americans who rejected the well-established word for that purpose - ‘inland’ - and instead replaced it with a new, slightly different sense of ‘internal’. It was the British usage which would, at the time, have been the more obvious.
gawd bless 'em
