This might be a feature rather than a bug, but anyway:
I did a long test post with the tag 'test', and then clicked "not spam" on the Akismet Spam page. The post then appeared on the site, but the tag was removed. (The tag still appears in the tag cloud, but doesn't point to anything.)
I'm guessing Akismet strips tags since they're an easy target for spam. If so, would it be possible for it to remember the tags for the sake of false positives?