Credit Requests, also known as Pro Forma Invoices, do not have VAT added to them because no specified service has been provided at the time of payment. Instead, VAT is charged later, when a Lesson is delivered and Invoiced.
Think of it like topping up a balance - VAT only applies when the credit is used for a taxable service.
This means a Client's Credit Request total and the Invoice that later draws on that credit will not always look like they match, because the Invoice carries the VAT and the Credit Request does not. See here for how your Tax Setups control the VAT applied to Invoices.