I tried to browse posts in Close Votes section from Review Beta by tag. I think it is not possible or at least I couldn't figure it out.
I think it will be interesting to enable this option as it is easier and faster to judge close votes about a topic you are kind of expert at. When I review close votes I select "not sure" button for most of them.
I believe that browsing close votes by tag will encourage users to review more close votes.