When Tag Folder was added to Sketchup, it was decided that Tag Folder names do not need to be unique. So it is possible that e.g. there are any number of Tag Folders named as e.g. “Windows” or “Doors” in the model, but different Tags belong to them. This is good in many ways, and it can be handled well in that particular model.
However, it is quite difficult to write an algorithm that, if the target model also has several Tag Folders with the same name as the source model, which Tags under which Tag Folder should be placed. Perhaps that is why Sketchup does not support the transfer of Tag Folders by default.
A few algorithms have been posted here on the forum for exporting and importing Tag Folders, but none of them are bulletproof.
My best advise now is to add missing Tag Folders manually.
(Or - I know it is too late now for your current particular problem - create a template, containing your Tag-Folder structure, use it in all your model, so then copy-paste between them will not create such a problem…)