That's a great question! Tags are definitely a great tool for filtering your contacts when scheduling and email campaign. However this ability is not available for a Welcome Email. Welcome Emails are designed to reach out to new contacts that have joined your mailing list through a web sign-up form or any of the other sign-up method. Because of this the contact selection for Welcome Emails can only be sent to all lists or one specific list. Being able to use tags on a Welcome Email is a feature request I have submitted in your account.