Why are some tags outlined differently than others?
How are these tags different from tags without a border?
The ones with dark grey borders (discussion, feature request, bug) are meta tags used to describe a problem.
The dark red tags are moderator tags. They can be only added by moderators to mark a question as declined, complete, deferred, or by-design.
As Anna mentioned below, there are indeed others.
The "normal" tags are the ones you use to describe the question.
support, discussion, feature-request, and bug are special Meta tags that suggest what type of meta post the question is trying to be. For example, yours is actually support, since you're asking about how an existing feature of the site works rather than discussing a policy or proposing a new feature. At least one of these tags must be present on every question.
Red tags, status-completed, status-deferred, status-norepro, status-planned, status-declined, status-reproduced, status-review and status-bydesign, are moderator-only tags that are used to describe how a request is being handled.
The rest are just normal tags.
You can read more about each tag by clicking on it and reading its tag wiki. Some of the regular tags are missing wikis, but most of them should be pretty self-explanatory.