I would like to add the gunicorn tag since it is the Web Server Gateway Interface HTTP server I use in the web application based on docker I have a question about.
Done. I've added the gunicorn tag to your question.
On the other hand, a lot of the individual applications used in a web stack do not have their own tags (unicorn, nginx, ruby on rails). Is there a specific reason for this?
I suspect the answer is more along the lines of "no-one needed them yet" than "we don't want them". Tags are only created when used for a question, and they can't be preemptively created, in expectation that questions might need them in future.
I think it's simply the case that no-one has wanted an nginx tag yet, so it hasn't been created. There are definitely questions that could have used that tag (e.g. this question), so feel free to suggest that it be added and find any other relevant questions that should be tagged differently. Tagging tends to be more organic than planned, so please do go ahead and suggest any changes as appropriate (you should be able to suggest edits to other people's questions to add tags, even though you can't yet add new tags to your own questions).