Hello,
Thank you for contacting the support, and sorry for any inconvenience that might have been caused due to that.
Please make sure you have enabled Tags to be included in the sitemap. You may check it in WordPress Dashboard > Rank Math > Sitemap Settings > Tags:

If the issue persists after doing so, please follow these steps:
1. Flush the Sitemap cache by following this video screencast:
https://i.rankmath.com/pipRDp
2. Exclude the Sitemap files of the Rank Math plugin in your caching plugin. The cache could be via a plugin or from the server. For plugins or Cloudflare, please follow this article:
https://rankmath.com/kb/exclude-sitemaps-from-caching/
Let me know how it goes, we are looking forward to helping you.
Hello,
Since we did not hear back from you for 15 days, we are assuming that you found the solution. We are closing this support ticket.
If you still need assistance or any other help, please feel free to open a new support ticket, and we will be more than happy to assist.
Thank you.