Update. Doing 'hg tag --remove -l' does not help:

C:\Temp>hg tag -l "second"  

C:\Temp>hg tag --remove -l "second" 

C:\Temp>hg rollback  
rolling back last transaction

C:\Temp>hg log  
localtags, line 1: tag 'second' refers to unknown node

This is because tags are not realle removed from 'localtags' file, but rather
marked as deleted:

5d7cf0d8099c436e8170d84c3c83cc66c5c76ad0 second
0000000000000000000000000000000000000000 second

What is the reason for marking tags as removed instead of real remove?