This seems like a oversight of the stackExchange team - many of us are unable to post tags in the language that we are studying/teaching on this forum? Can anyone else explain why we can't? Or can anyone create chinese tags?
You can use Chinese tags. I just made one.
Unless for specific reasons the community want to discourage the use of Chinese tags. I personally don't like them. You'll have three tags,
詞彙, to mean the same thing. Looks cumbersome to me.
The reason is simple: we have no chinese tags.
I don't think you can add them because tags are not simply text so Chinese might not work. If you want Chinese tags, you could make a Meta question explicitly asking for their support and see if other users agree with you.
If that works, you might be able to ask to implement them with more success.