In this context, "是" is used to emphasize and confirm the fact that they came by taxi. It is similar to saying "We did come by taxi" in English, where the word "did" is used to confirm or emphasize the action that was taken.
In Chinese, "是" is often used in this way to affirm or emphasize something that has already happened or is true.
In Chinese, "是" is often used in this way to affirm or emphasize something that has already happened or is true.