Unless you going to have > 10k articles to begin with, you will probably notice no difference compare to the other approach - having another indexed table for many to many relationship.
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string tadId = tag.Id.ToString();
var articlesContaingTag = data.Get<IArticle>().Where(a => a.TagIds.IndexOf(tagId, StringComparison.OrdinalIgnoreCase) > -1).ToList();