Does there exist consensus on having (or not having) tags for individual high-profile critical vulnerabilities? While Heartbleed was not directly Unix-related, Shellshock is (it occurs in bash).
Is the meaning of the tag clear from the name? Yes.
Is the tag name discoverable from the desired meaning? Yes.
Does the tag name designate a topic that is related to the scope of the site? Yes.
A tag that passes these fundamental tests is not particularly harmful.
In order to be useful, tags need to be applied consistently. This is a strong form of the discoverability test: do people think of using the tag name often enough? Experience from Heartbleed and Shellshock suggests that the answer is yes.
Does the tag delineate an area of expertise? No, not really.
Does the tag represent a concept that some users will specifically want to avoid? No.
Is the tag useful to guide searches? Not really: the name of the vulnerability is likely to be in the question body anyway. This would be different for vulnerabilities with a name that has other meanings, like Beast and Crime.
So there's not much value in having these tags, but on the other hand they don't hurt either. They are useful to identify duplicates more quickly, but it's true that this is mostly important in the early days of the publicization of the vulnerability.
My conclusion is that I might not create the tag, but if someone bothers to tag the relevant questions with it, I'm not going to remove it.
Critical vulnerabilities are (hopefully) short lived problems that might peak for a week or two and then will unlikely have new questions, once fixes have been rolled out.
If you look at tag definition help, it says something about that the definition should help apply the tag to a question, for me that indirectly implies that if the tag is unlikely to be going to be applied to new questions, it has lost a significant amount of usefulness.
Separate tags for each vulnerability are IMHO not necessary. A generic 'vulnerability' tag is more useful, just like we don't (want to) have a separate tag for each and every release for a particular Linux distribution.