This is a procedure under Japan's tax system. If you are not a Japanese tax resident, a different filing procedure will apply to you in your own country.
How it works
For salaried employees, tax is often settled through the employer's year-end adjustment. However, if you want to use loss offsetting or a tax loss carryforward (see related pages) on gains from selling stocks or on dividend income, you generally need to file a tax return yourself.
Stock investing and tax return filing
If you use only a "with withholding" specific account, filing a tax return is, in principle, unnecessary. However, filing may be required if you want to offset gains and losses across different accounts, use a loss carryforward, or if you traded through a general account. Please confirm the exact requirement with the tax office or a qualified tax accountant.