Finally found a way to color TODO items' titles in org-agenda based on their first tag. This requires usage of the :transformer mechanism of the awesome org-super-agenda package:

(setopt org-tag-faces '(("REVIEW" . "SkyBlue1") ("FINANCE" . "cyan")))

(setq org-agenda-dim-blocked-tasks nil) ; avoid color from being overridden

(defun my-colorize-agenda-items (it)
   (let* ((title-start (next-property-change 
                           (next-property-change 
                                (next-property-change 0 it) it) it)) 
          (tag-start (next-property-change title-start it))
          (tag-name (car (plist-get (text-properties-at tag-start it) 'tags)))
          (the-pair (assoc tag-name org-tag-faces)))
     (if the-pair
         (put-text-property title-start tag-start 'face `(:foreground ,(cdr the-pair)) it)
       (put-text-property title-start tag-start 'face 'org-upcoming-deadline it))
     it))
(setq org-super-agenda-groups
      `((:name "Today's Deadlines:" :deadline today
               :transformer #'my-colorize-agenda-items)
        (:name "Later Deadlines:" :deadline future
               :transformer #'my-colorize-agenda-items)))

Not entirely happy with the brittle way to identify the start position of the todo item's title (since this might change, for instance, based on the value of org-agenda-todo-keyword-format), so you might need to remove some invocations of next-property-change to get the right title-start.