We recently added support for indexing tags in the search index.
We haven't exposed it in the UI yet as as discrete filter, but if you type the name of the tag in the Command Center (i.e. the global search experience) we will match the objects that have that tag.
It's a start, and it might help some folks on this thread.
It will be available in the UI as a filter when we update our filtering experience (which is on deck). Making it clickable from other places sounds reasonable too.