How to apply TagName for all backup files
Specify the tag for the database backup as well:

BACKUP AS COMPRESSED BACKUPSET DATABASE TAG MyTAG PLUS ARCHIVELOG TAG MyTAG; 


Ok, I tested this, this does not add the specified tag to the controlfile backup. The below creates an additional controlfile backup and adds the specified tag to that as well:

BACKUP AS COMPRESSED BACKUPSET DATABASE TAG MyTAG INCLUDE CURRENT CONTROLFILE PLUS ARCHIVELOG TAG MyTAG;