Hello,
I apologize for the issue you are facing with the tags not showing up in your sitemap. Since you’ve already tried flushing the cache and permalinks, as well as ensuring that tags are set to index, here are a few additional steps you can take:
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Check Sitemap Settings: Go to Rank Math SEO → Sitemap Settings and ensure that the option to include tags in the sitemap is enabled.
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Content Check: Make sure that there is content associated with the tags. If there are no posts linked to those tags, they will not appear in the sitemap.
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Plugin Conflicts: Sometimes, other plugins can interfere with sitemap generation. You can use the Health Check plugin to identify any potential conflicts.
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Custom Canonicals: If you have set custom canonical URLs for your posts, those posts may not appear in the sitemap. Ensure that you are using Rank Math’s default canonical settings.
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Clear Cache Again: After making any changes, clear your website cache again to ensure that the latest settings are applied.
If you continue to experience issues after trying these steps, please reply to this ticket with the URL of the website in question, and a human agent from our support team will assist you further. Thank you for raising this concern!
Sources:
Rank Math Sitemap Issues and Their Fixes » Rank Math
Hello,
Thank you for contacting Rank Math and bringing your concern to our attention.
We accessed your site and can see you do not have any tags yet:

When you create tags linked to posts on your site, the sitemap will be populated with them.
We went ahead and created a test tag(we deleted it thereafter), and the sitemap worked correctly:

We hope this helps. Please let us know if you have further questions or concerns.
Thank you.
Okay, that makes sense. Thank you for the help.
Hello,
We are glad to be of help.
Do you still need our assistance with anything else or can we go ahead to close the ticket?
We look forward to helping you.
Thank 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.