This one tripped me up until I saw the obvious.
Hexo posts have a
tags attribute in their
"frontmatter" (the meta-data at the top of a post).
Initally, I incorrectly tried putting a comma separated word list in that field.
tags: hexo, markdown, solved
This led to Hexo generating a single tag called "hexo, markdown, solved", which wasn't what I wanted.
Scouring the documentation didn't seem to flaunt any obvious answers, and even the primary example pages that Google returns don't use tags that much.
But, I did stumble across one, and the light went on. Dummy, it's YAML. That means the "frontmatter" is an array.