According to documentation the macro {EVENT.TAGS.<tag name>} belongs to a class "Event macros".
As for location support of "Custom text column" on the Problem page, the only macros supported of the class is {EVENT.ID}.

https://www.zabbix.com/documentation/8.0/en/manual/appendix/macros/supported_by_location?hl=EVENT.TAGS#eventtagstagname

But it can be convinient to have option to the view event tags value as a custom value.