Hello,
Using Zenphoto 1.5.9.
If you restore a database using the Zenphoto admin page, you loose your last tag. You have to recreate it.
Luckily, images and albums using this tag do not loose it.
To bypass this, I've created a tag named z-zzz. (last alphabetically for me)
Restoring database from my online website to my localhost machine = no more z-zzz tag. But as I do not need it, I do not care.
If you restore your database on the same machine (backup -> restore), then you have to think about it !