I had replied previously, but I had missed the two visible items that did not have a checkmark to indicate they were tagged.
I'm not sure why those files are appearing as untagged. If you toggle the tag on and then off again for one of the problem files, does that correct the issue? I also wouldn't be surprised if "Re-Index Catalog" from the the Catalog Maintenance section of the Catalog Management window fixes this problem, though I would try toggling the tag first.