You’re correct in that there isn’t currently an endpoint for setting tags. We can hope there may be one day but so far there hasn’t been any official talk about it and it’s not on their developer roadmap or their or 2018 roadmap update post so if it is something they are planning on doing it will likely not be this year.
What you can do though is use their API Feature Request Form and suggest it, as that will at least help them know that there is a demand for such an endpoint.