If you install Jenkins on a new machine, "Tag this build" will fail because it fails to authenticate (stack trace says "no credential to try"). This happens even though you have set up credentials for the repository correctly in Jenkins, and other operations such as checking out the source and polling are working fine.
To make it work, you have to login as user "jenkins" and perform some Subversion operation from the command line (for example, creating a tag in the repository). Subversion then prompts you for your password. What happens now depends on how your Subversion client is configured: Subversion will attempt to cache the password for you, for example by storing it in .subversion/svn.simple, or putting it in the Mac's keychain. Once Subversion has successfully cached the password, you can tag builds from Jenkins.
However, there are various reasons why the password might not be cached. If you installed Jenkins on the Mac using the standard Mac installer, your "jenkins" user will not be a normal user, and will not have a login keychain. So Subversion will not be able to cache the password there. If you have also changed the options in .subversion/servers to disallow caching of plain-text passwords, then there is nowhere left for Subversion to store the password. The command-line Subversion client will still work (it will prompt you for the password every time it runs), but tagging from Jenkins will never work.