Now SourceTree (my version is 3.4.15.0) supports option "Prune tracking branches no longer present on remote(s)", but not supports something like "Prune tracking tags no longer present on remote(s)" for the same functional with tags.
It is currently impossible to delete tags because even if they are deleted on the remote, any push adds them again to the remote. The only way is to remove them from all participants at the same time, which is a difficult organizational task.