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?
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.
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.