When viewing all tags in a nation, admins are given the option to "Delete unused tags" to delete any tag that has 0 profiles assigned to it. However, there has been a report that after several attempts of taking this action and waiting two days for the process to complete, empty tags still remain.
Just kidding! All tags with 0 people attached have been deleted successfully.
Thanks Lauren - I'm also not able to delete unused tags in the nation mentioned I will update you with more info!