This feels like a joke. If you create a category, then tag a post with that category, the tag uses the taxonomy item created with the category.
So if you create a Music category and begin typing "mu-" in the tag field, it will auto-complete to "Music" using the same taxonomy and slug.
HOWEVER, if the tag was created first, there is no way that I can find to join them. If you create a music tag, then create a Music category, the category slug will be renamed to something else.
You can never give the category and the tag the same slug, and the tag will never refer to the category taxonomy. You can rename the category to "music" and the tag to "music-1" or something, but they will always be separate.
Please tell me I'm missing something. Thanks!