It is called page scope (what is tag scope ?), but the context is different. It's not the same page context as the page calling the tag. That's why you don't see the value in your JSP. Check the JSP specification, JSP.8.3 Semantics of Tag Files :
The tag file implementation must create and maintain a second instance of JspContext called a JSP Context Wrapper. If the Invoking JSP Context is an instance of PageContext, the JSP Context Wrapper must also be an instance of PageContext. This wrapper must be returned when getJspContext() is called.
For each attribute declared and specified, a page-scoped variable must be created in the page scope of the JSP Context Wrapper.
Which doesn't mean that I agree with HFSJ's answer And it looks like it's already in the unconfirmed errata,  Question 18, Option F.
Ah ok, so a tag file creates its own page-scope. In that case, it looks like the answer is correct! The book mentions "tag-scope" in a couple places, but it also says that it isn't a "real" scope...that just confused me I guess. Thanks for your help!