When you place most tags Revit doesn't offer the option of choosing a specific tag prior to selecting the element to tag. They depend on the current tag assignment. This is managed via Settings menu > Annotations > Loaded Tags. The listed tag is THE tag that Revit will use. Revit uses/assigns the most recent/last tag loaded into your project for its category in this spot.
Room/Space tags permit us to choose which one we want first, from the Type Selector. It would be good if all tags did too! It is quite common to have multiple tags loaded for many different categories and therefore being able to choose which one to place would be great!
A workaround exists however...
When you use Tag all not Tagged AND have some elements selected Revit will select an option on the resulting dialog.
This will tag just what you select AND allow you to choose which tag to use. Almost the same thing. It would be nice to have a consistent tagging approach though.