It soundslooks like you are using two different indexes and expect the same results.
Compare translated searachsearch queries and pay attention to _indexname
field.
This is unfortunate but queries in Build Search Query dialog are executed against Sitecore index, while these in Preview/Publish (in SXA context) will use SXA indexes.
There is no good solution/hotfix for that (to be able to observe SXA indexes results inside this dialog).
In your case, you have to inspect your SXA indexes and check index schema to validate if it has the same field (tag) included.