Welcome to Arqade!
The reason we don't allow just anyone to create tags is because we want to make sure that the tags are useful and follow our general guidelines in terms of tagging. It's basically a sign of trust - we know you've been around long enough to have a pretty good idea of how we do things, so we let you participate more and more.
That said, the fact that we are a gaming site, so most of our tags are game titles, does lead to this sort of situation.
In this sort of case, it's unlikely that we'd be able to change a core function of how the network as a whole (as this site is one small part of the wider Stack Exchange network) works.
Instead, you can tag it with the console you're playing on, or something like that, and then leave a comment or flag the post mentioning what tag you're looking for - chances are in short order someone who has the ability to make tags will come along and edit it in for you.