Hey John, not sure what to say here - I mean, I believe you, so I tested again, and mine DEFINITELY is raising a tag - on contacts added externally, AND on contacts added using the quick add form.
I will say this though - the tag was not applied immediately. So I waited a few hours, and when I checked again it HAD been applied. So, I’m wondering if maybe it runs in batches, like orders created via action sets?
Also, I know this image doesn’t prove anything to anyone other than myself - but I added this contact this morning (using the quick add form, not sure if that matters), then I walked away and when I came back the incoming action set tag that I made (only used in the incoming action set feature) had been applied. Very curious indeed.