Thanks for pointing this out. I have moved this topic to the UX category because I think there is a problem we can look at here.
For the horizon theme @chapoi can answer. I believe she may have intentionally not supported tag icons because the theme is opinionated and tags with icons might look strange with the border she put around tags.
I noticed that tag icons doesn’t work on the foundation theme either. That I think is a UX bug and is worth looking at. I am able to replicate this here on Meta just by switching themes using the theme switcher in the sidebar menu. It works on the meta brand theme that is the default, on the default theme, and on the dark theme. But it doesn’t work on the foundation theme.
(please don’t post the same request in multiple topics. It just creates noise and makes it difficult for us to be as responsive as we would like. I have deleted your other posts about this)