If the FAQ forbids shopping questions, what is the shopping tag for?
There really shouldn't be a shopping tag, because just shopping is explicitly off-topic as you mention. We rarely blacklist tags though, so it reappears whenever someone gets it into their mind to tag a question as such.
I would like to take this opportunity to point out, however, that questions realted to shopping can be OK if written appropriately. A question in the form of "what is the best x" or "I need a foo that does bar" is likely to be obsolete and very narrow in scope. However, a question that allows for a learning opportunity and that can be applied to various situations, of the form "how can I determine [for myself] which foo can do bar" has potential to be valuable.
Both the policy and the theory behind our stance on shopping questions is explained in detail on the Stack Exchange blog, if you're curious to learn more.
So that we know which questions to close, of course. ;p Flags get generated on the fly when people use them - sometimes they aren't appropriate.
It's a small enough tag that it could be taken care of. I wouldn't be suprised if this tag got killed off during a previous tag cull and has since reappeared.