A group called interconnect-appliances is also created in NSX on first deployment which includes all appliances that are tagged with interconnect-appliance tag.
NSX Manager UI >> Inventory >> Groups >> interconnect-appliances
This group is added during initial deployment to the NSX DFW Excluded groups.
NSX Manager UI >> Security >> Distributed Firewall >> Settings >> User Excluded Groups
If the tag or the group is missing or if the group is not part of the Excluded groups then the appliance traffic is filtered by the DFW rules in place.
Resolution
Manually add the missing configuration
If a VM tag is missing you can proceed one of two ways