You could create an Automation Rule like this (only rudimentarily tested):

Automation Rule for

Model: Sales Order Line
Trigger: On create and edit
Before Update Domain: Match all records
Apply on: Match all of the following rules: Order Status = Sales Order
When updating: Order Status

Action To Do: Execute Code

# Set Sale Order Line's Product Tags on Customer
for rec in records:​
    # loop over all sale order lines that just had their status udpated
    for tag_id in rec.product_id.product_tag_ids:
        ​# in case there is a tag on the current SO line's product, 
        #  check if this tag exists for usage with customers already, 
        #  if it doesn't, create it
        customer_tag_id = env['res.partner.category'].search([('name', '=', tag_id.name)])
        if not customer_tag_id:
            customer_tag_id = env['res.partner.category'].create({'name': tag_id.name})
        # set the tag to the customer
        rec.order_id.partner_id.write({'category_id': [Command.link(customer_tag_id.id)]})

Notes: 

This example isn't optimized, i.e. only setting a tag when not already present on the customer, etc. However, it should do the trick.

Since Product Tags and Customer Tags are different, the example works like this: First, if there is a Tag assigned to the Product (of the Sale Order Line that is just having its Status updated to 'Sale Order') it checks whether a Tag with the same Name exists for Customers. If it doesn't, a new Tag is created. Then, this Customer Tag (named like the Product's Tag) is written to the Customer of the Sale Order (Line).

Product:

Customer:

Sale Order (draft):

Sale Order (confirmed):

... and therefore, Customer update:

See also: https://www.odoo.com/documentation/19.0/applications/studio/automated_actions.html and https://www.odoo.com/documentation/19.0/developer/reference/backend/orm.html.

And also the Help tab of the Execute Code option:

The following variables can be used:
env: environment on which the action is triggered
model: model of the record on which the action is triggered; is a void recordset
record: record on which the action is triggered; may be be void
records: recordset of all records on which the action is triggered in multi mode; may be void
time, datetime, dateutil, timezone: useful Python libraries
float_compare(): utility function to compare floats based on a specific precision
log(message, level='info'): logging function to record debug information in ir.logging table
_logger.info(message): logger to emit messages in server logs
UserError: exception class for raising user-facing warning messages
Command: x2many commands namespace
To return an action, assign: action = {...}
To notify progress for CRON call and re-trigger a call if there is remaining tasks, use env['ir.cron']._notify_progress(done=task_done_count, remaining=task_remaining_count)