Should we set up redirects for all deleted TAGS?

[wearehappymedia]

We recently found our site had 65,000 tags (yes 65K). In an effort to consolidate these we've started deleting them. MOZ is now reporting a heap of 404 errors for tag pages. These tag pages should not have links to them so not sure how come they're being crawled. Any suggestions from experience in this area would be useful.

[paints-n-design]

If you have no (more) links to the tags, maybe there is a sitemap? I mean, when moz found them, there was a way to do that right? This way seems to exist, still. Maybe you have hidden links to tags or something?

In most cases you don't need to redirect them (if there never was value/rankings/something useful) from an SEO POV, but from User view, you should kill the links or kill tag-sitemap whatever. 404 is ok then, if not internal linked.