I am using WP 3.1.3 with 0.4.1 of WordPress SEO. This is the only active plugin and I have tested this on the default T10 theme. Under Indexation I have checked the 'Tag archives' option but still the plugin doesn't insert the robots 'noindex,follow' tag. I even tried it the other way around by checking Categories archives and keeping Tag archives unchecked but to no avail. I even tried checking both but still no luck. This works fine for the search results page, date and author archives. The issue seems to pertain to taxonomies only.