The new deal among other tags in that subject matter seem to be missing. Coming from StackOverflow I'm quite used to esoteric tags and they do seem to help a lot because sometimes making a title that describes every subject of your question is counter productive.
Pretty much for the same reason there's no
poetry tag: because nobody has made one.
SE sites are run by users, and if users feel like a tag is needed or useful, they will create one. If other users agree with them, they'll leave the tag there.
There's sort of a meta-(meta?)-answer here, in that we probably don't have that particular tag because there haven't been a lot of specifically New Deal questions asked, which would be needed to make such a tag useful. I did a quick search and could only find one, and that was a troll question that was quite rightly closed.
So let's go a level deeper: Why haven't there been a lot of New Deal questions? Well, they simply haven't been asked yet. History is a big subject of which US history is a small part, and the New Deal is a small part of that small part. Unless we happen to get some users who have an interest, and questions, on that particular small part of history, we won't have questions. If we don't have the questions, we won't have the tags.
So basically I can tell you as a relatively new user, if you think there should be more New Deal questions here, then feel free to ask them. Perhaps you've made a good start.