Have no ideas how to programmatically add tags to a GCP dataset Ad Tag. I can create and manage tagKeys&tagValues, can add conditions to policies but I can't get how to add tags to dataset using Python:
Can't find any information in GCP documentation

You have to use the CloudResourceManager API to manage the TAGS. By API, you can do like that
My dataset is in multiregion US
I tried to use the CloudResourceManager client library. And it's not very easy (and I'm bad at Python). But that piece of code works
Note that I had to get the API endpoint from the client, and then create the client with a hack on the api-endpoint. Indeed, for local resources, you have to use the cloud resource manager API in that same location. But I didn't find a clean way to achieve that with the client library!