It sounds like this is not "rolling out of a feature" in the normal sense, where you might want to direct users' attention to something new they can do. Instead you are talking about something users have already been exposed to being invisible in some cases, and this is a different problem.
Luckily, its an easier problem, as there is no need on your part to advertise the change and have users visit some new part of the interface. Instead, all you need to do is explain the change (otherwise users will have to figure out the change on their own, and may conclude that it just stopped working properly).
I would suggest that, for instances when the tags are not present, you have an explicit message about no tag filtering being available in as close to the same position as the tag filtering UI element would be if tag filtering were available.