i think that you are sniffing on VLAN interface - at that time, VLAN tag is already removed, you should try to sniff on etnernet where VLAN is assigned to see the tags.
Bridge (Ports: ether2 + ether3)
No VLAN Interfaces configured, so full VLAN trunk is passing between ether2 and ether3
Torching on the bridge shows no VLAN ID on tagged packets arriving from a Cisco Router on VLAN 20 at ether2 (ether3 is not connected).
A DHCP Alert on the bridge interface shows false-positives from a DHCP Server which is situated in VLAN 20, and sends tagged packets.
Creating a DHCP Client on bridge interface does not result in the Mikrotik receiving an IP address. Creating bridge.20 VLAN 20 subinterface
and running dhcp client there gives an IP address (as expected).
I can confirm packet sniffer on 4.17 and 5.7 does not capture properly the frames that come out of the MT router. VLAN info is missing where as they should be tagged.
Frames coming from outside clearly show that they are tagged.
I can also confirm that DHCP does not work properly with v5.7 on a VLAN interface.
I think MikroTik should invest in QA, testing, debugging or sell the business to some company that can release updates without so much bugs and incompatibilities.
I am seeing something similar in RoS6.0 on a CCR1016
I have a VLAN 10 configured on ether12 and with a pppoe-client configured to use VLAN 10.
Torch shows the tagged outgoing pppoe-discovery(8863) packets (vlan10) and shows the replies have no vlan tag. (This is the actual issue I am trying to diagnose)
When I do a packet sniffer on ether12 and look at the packets in RoS6 it shows vlan10 yet when I view the file in Wireshark the outgoing tags are missing in the trace.