How to save/export Photo Gallery tags to external HD/orther PC? Mac?

Could you clarify what type of tags your pointing to that were not transferred in the properties of the photos,

Descriptive tags and captions should go with the photos, if they show up in windows explorer,

The exceptions could be people and geo tags and face recognition.

I'll add you should check your settings, click the dark blue file button and then click on options, there is a setting to remove information from photos when importing, and if you check the tags tab, it also has options for the information you publish with your photos, if all of the settings are checked if would not of transferred the information,

Both these areas should have no check marks on them.

Metadata that cannot be written back to the image files is archived
in a proprietary database. Depending on your version of Photo Gallery...
this database could be : Pictures.pd4, Pictures.pd5 or Pictures.pd6

C:\Users\[username]\AppData\Local\Microsoft\Windows
PhotoGallery\Pictures.pd4, Pictures.pd5 or Pictures.pd6

If you have the same version of Photo Gallery on a different computer...
and if you copy the database file from the originating computer and
use it to replace the default database file on the target computer...
it's possible (not guaranteed) that the metadata could be accessed
by the photos.

The following article may be worth a look:

Migrating Vista's Windows Photo Gallery database
http://aaron-kelley.net/blog/2008/03/migrating-vistas-windows-photo-gallery-database/

And I agree with you...a lot of work can be lost when depending on
proprietary files that other software cannot decipher.

Good luck...