It seems that wherever the ID of my tags, coincides with the ID of any of my pages, the tag page behaves like the given page. I.e. the WP header is the same as that page, and thus the navigation item of that page is marked as active.
I'm using my own custom theme, so there might be something I've missed there, though the event and tag pages are formatted using the events administration.
I've set the event pages and location pages to use the "page.php" instead of "post.php" (as I don't have a post.php). But I'm unable to specify the same for tag pages - could this be the issue?
Anyways, thanks in advance for any support.