I feel that many users of this site also use My Anime List (MAL) to track and organize their anime. Thus, would it not make sense for us to have a MAL tag for questions?
Like include the tag in every question? That wouldn't make sense. Tags are used to denote that the question is directly related to something. We could as well add anime tag to most of our questions, and it wouldn't be very useful.
If we had a number of questions that would be on topic and asking about something directly related to MyAnimeList site in a way that would make sense to use a tag for it… actually, I can't even imagine such a scenario.