Filter by tag doesn't work in AWS Budgets and Cost Explorer

Hello,

I want to create a new Budget (Cost Budget) which would be used to track resources tagged with a tag "Product" (which has to have some specific values).

I'm not able to create a such Budget from AWS web console, as I'm getting "No tags found" - see the screenshot below

However, I have some resources and they have tags, for example this EC2 instance:

So in the web console I wasn't able to add any tag, and create the Budget. Then I tried with Terraform, and I was able to create the Budget, but it doesn't show any cost.

On the screenshot below you can see the new Budget as the 1st in the list (the 2nd one was created earlier and it's a simple Budget with no filters)

The Budget (created with Terraform) have the following filters:

Also, nothing appears in the chart:

I noticed the similar behavior in the Cost Explorer - when I try set Dimension to Tag, I see "No tags" in the Choose Tag field.

I don't think there may be any issue with my permissions, as I have AdministratorAccess. And the tags were added long time ago, so I don't think there's any delay issue or something like that.