I'm of the opinion we have whichever master tag works best for us / is used the most here / etc and just create synonyms for anything that falls in to the situation you are describing (only if a synonym is relevant and correct, of course).
In fact, if you look at the synonyms for microsoft-word and you'll see that msword is already a synonym, so really we are already using the same tag as SO.
Further to this, check out the synonyms for msword on SO - and you'll see they have microsoft-word as a synonym already.
Both sites already have the same tag group in place, so I don't see a real issue, and any other tags that could do with a similar grouping just need synonyms creating.
##Update
I just added msword for all sites on to my tag set, and was getting both SO msword questions and SU msword question in the feed. So it seems to be doing the job it should be doing.
