When looking at your profile page for the entire Stack Exchange network, if you link to specific tags in the About Me section, clicking on them takes you to a 404 page instead of following them to the correct site.
For example, if you visit my profile and click on one of the tags in the About Me section, you will see the 404 page. However, if you click a tag in the bottom section under Top Questions, it does take you to correct site. (Obviously, this is because the question is tied to a community and the About Me section is not.)
Understanding that the same tag may be used on many different Stack Exchange sites, I can see four possible solutions:
When clicking on a tag in the general Stack Exchange profile, take the visitor to a page summary within the SE site that lists all SE communities with the tag the profile's owner has been active within so they may follow it into the correct site(s).
When the user is editing their profile, any tags inserted with
[tag:tagname]inherit the site that the profile is being edited on. So, if I edit my profile on Stack Overflow and save it across all network sites, all my tags would point to Stack Overflow since it was the last place I edited my profile. (Probably not the ideal solution.)
Strip the tag links out of the About Me section when viewing a profile on the general Stack Exchange site.