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On the review page, I selected a tag to see the questions needed review for that specific subject. But now, I can't find a way to go back and see all the tags combined.
Seems like missing functionality.
However, you can remove the &tag=tagname part of the URL if you want to.
I just "unstickyied" tags, so to revert to full listing you would click on the "tools" or "review" link depending on your rep.
I think the idea of remembering the tag filter was ill conceived.