Thank you for providing this plug-in! It works great.
One problem I found is that .. it only seems to work on auto-generated post pages (like your blog page).
My home page is custom-built using Divi, and posts are injected in particular section by the Divi framework according to the layout I desiged. In that section, tags don't render as links. users have to click the post title to see the single-post template, and the tags render as links there.
To see this behaviour, go to http://pawzasyouplease.com and scroll down to the photos. You can also click "Photos" in the top menu to see the same behavior on another page. However, the "Blog" page works fine (I guess because it's built using standard WP template?).