In your setup, you have a catalog version having Sub Catalogs, e.g. an Electronics Content Catalog having a US and EU version.
Each of these catalogs are associated with an independent website, e.g. electronics, electronics-us and electronics-eu.
A Profile Tag configuration is created in CDS and associated to a single base site only in commerce, e.g. electronics. The websites having for content the sub catalogs (US & EU) do not have a corresponding Profile Tag configuration:
When using the browser inspector on the configured site, e.g. electronics, you will find the content of the ProfileTagScriptComponent as highlighted below.