Even if SO had a
dmoj.ca tag, that would not necessarily mean that questions about it were on-topic: some, many, most, or all might be close-worthy. (For example, the presence of a
facebook tag on SO does not mean you can ask for help getting your profile fixed.) Likewise, just because an SE site, even a very mature one like SO, lacks a particular tag does not mean you can't ask about that subject on that site. It's possible that there just aren't enough questions yet to make the tag worthwhile, or, which is often more likely, the tag isn't descriptive enough of relevant questions on that site to be worth creating.
Here, I'm skeptical that a tag relating to the original source of some arbitrary challenge would actually have any real meaning on SO. SO cares about the actual coding problem, and if something unique about DMOJ.ca (some particular rule of judging, maybe) affects the problem, then that needs to be mentioned whether or not the tag is present. . . and if there's nothing unique to DMOJ.ca related to that particular problem, the tag is essentially meaningless.
A number of similar "example taken from a book or site" tags have already been burninated on SO in the past, and in fact I wrote an explanation on MSO of why these tags are usually unnecessary.