K2 tag pages don't have a specific menu item ID by default, so the modules you see in these pages will be assigned to the page you were before clicking on a K2 tag OR these modules are simply published everywhere.
To enforce a menu item ID on all K2 autogenerated pages like tags, user blogs, searches, date listings etc., just create a hidden menu in Joomla and in it add a menu item to all K2 categories. Then head over to the K2 component settings and under the Advanced tab look for the SEF section of K2 (near the end). Configure these accordingly and now your autogenerated pages will properly get the menu item ID of the menu item you previously created.
