When you create tags with sub-categories to assign to campaigns, content, or comments on the Sentiment module, you must ensure that the whole "branch" of the category tree is set to the corresponding brand.
Example: If a "branch" from the tree is Media > TV > Reality shows, and you want to assign the latter to any content, all three levels —"Media," "TV," and "Reality shows"— must be linked to the brand whose content you want to tag.