The bottom line is one software will never be everything for everyone.
The word SHOULD is something I do my best to never say. By using the word should you're only going to frustrate yourself.
IT SHOULD! Yes, but it doesn't.
The majority of power users of tasks would go bonkers if each newly created task also created a new note. Tasks that don't live within a specific note are found in the default task note. There's no reason you can't create a note and add a task to it.
And while we're on the subject, no you can't add a tag to a task currently and it's not on the immediate road map.