Hi,
The way the tags system of Joomla is made makes it really complex (I would dare to say almost impossible) to be able to filter products listings by tag. So there is no option to do that.
Even as a customization, I'm not sure that you would be able to implement that.
So while I agree that it would be great to be able to do that, I frankly don't see how we could do it unless the structure of tag system of Joomla was completely changed.
I would actually recommend using another solution.
For example, you could instead create a custom product field with all the product tags as values. Select the values in the custom field in each product. Then, have a filter on that custom field so that you could filter the products listing based on that custom field value.
Or create an unpublished category with subcategories that you would attach to the products as a second category. Or use brands.