Hi,
It is "normally" like that.
The shipping and payment plugins and the taxes system is supposed to calculate the taxes based on a cart with the address of the current user.
Having the system calculate taxes based on an already created order with the address of the order is not something that can easily be plugged in there. That's why the tax is not prefilled.
It's something we would like to improve in the future but it is not a priority since it's not something a merchant usually need and in such rare case, he can calculate it manually.