There's three possibilities,
1 As others have mentioned, you killed a support squad mate, so no tag.
2 The player you killed re-spawned and was killed again before you could get his tag.
Now the third, a possible exploit I have not tested:
3 The player you killed switched loadouts before re-spawning
Of course, if a player backs out after getting killed, his tag will disappear as well.
If anyone is able to verify #3, post it here. That would need a patch.