To be honest, I think there should be a single tag for the various curated data calls (
I will say this: as R.M commented, there is a curated-data tag, and I have already retagged some country-data questions into curated-data in the past. I suggest we do some more retagging, and introduce the specific functions as tag synonyms of curated-data if in the future other users tend to recreate these overly narrow tags.
As I think it has been discussed here in the past, the bar should be quite high for a single Mathematica function to have its own tag. Having curated-data instead of many xxxxx-data tags seems a good example of that general rule.
PS: you can also vote for the new “financial-data” tag synonym of “curated-data”.