Oleg,

The tag link is to be used if you have the setting set to use articles as products vs j2store to create products. It really depends on whether you are using the j2store menu item to create categories or the joomla articles menu item. 

The shortcodes would be used to display product info and use the joomla article page as rhe product page, hence the different links between the two 

Adam

J2Store was originally created 12 years ago to actually live in the Joomla article itself and has over the years evolved to now offer two base structure types. 

1. Create an article category menu link for your product menu tree and then introduce peices of the j2store product api into the article category items and page using the content plugin's 3 positions (After Title, Before Content, and After Content) this would necessitate the use of the shortcodes the ones in the {} that use the article links instead of the j2store product links. 

2. Using the J2store menu items to build the store menu structure (which is the way I usually build out my stores) this has the downside of the products then having multiple urls depending on how many different menu items and sub menu items are used. What I usually do is run those links through my own custom Router so it essentially looks for the closest parent category that has a menu item and that then becomes the product's url no matter how many menu items are above it. This is what is being implemented in the upcoming Joomla 6 release.

Alternative: Another method to keep all product detail urls to stay consistent without waiting for the Joomla 6 release (which will be a seamless transition from the current version) is to create (1) J2Store Category menu item (name it shop, store, products, etc). Then create tags in the Joomla tags component and tag the products in each of your current categories with their equivalently named tag. You can use the bulk actions button in the articles view (in the backend) to add the tags to all the articles in each category (without having to open each of them up) and then you can also use the bulk actions button to then bulk move all the articles into the parent category.  
So now you should have all article/products in the store category with a single jstore category menu item that displays all the products in the main category.  This would now leave the single j2store category menu item to create the product page urls so for instance abs-product would be website.com/products/abs-product , etc
You can then use the J2store tags menu item to create the "sub categories" which would display the products in the same manner as the j2store category menu item only when the customer clicks to view the product itself, the url will stay consistent and still route to website.com/products/abs-product.  This allows you to build out as many different displays as you need without affecting the product urls...

This item here can also help provide additional information on how to set the alternative version up on your store. (The screenshots are older, but the concept is still the same).
https://docs.j2commerce.com/catalog/assigning-a-product-to-multiple-categories

Hope this helps,

Adam