When adding tags to say a feature, the list is always alphabetical. When you have more than a couple tags, it can be a pain to find the most important/common tags because they are buried in a list that only shows a few at a time. Ideally you'd be able to at least specify in Account settings a preferred order of tags in the picklist.
As noted, tags are currently sorted in alphabetical order.
We can understand that some tags may be more important than others. However, in a quick scan, it seems that the key information can be attained.
At this time, we do not have plans to make changes in this area based on current priorities, along with the potential overhead required in managing priority of tags. We hope you can understand.