Tags can act as an immunogen when immunized with adjuvants, but by itself they do not act as adjuvant. Even virus like particles (VLPs) which resemble the viruses are NOT VERY immunogenic without adjuvants.
Hello, cationic lipids/polymers in general can activate macrophages and DCs so they can be used as a surrogate of a adjuvant. However, I don't know a specific tag that has these characteristics.