The link should go to https://phabricator.wikimedia.org/maniphest/task/edit/form/1/?tags=desktop-improvements probably, and there is no need to mention / link the tag (unless you want to motivate browsing the existing bugs, in which case it's better to directly link the workboard).
Topic on User talk:SGrabarczuk (WMF)/sandbox/3
@Tgr, when I try to use an "internal" link to Phab, [[phabricator:foo]], this happens. Do you have any idea how to fix that? Should I use "external" link instead?
Yeah, it should be an external link. The interwiki notation is meant for Txxxx links.