A nested style does not create tabs and place within text. It can use pre-existing tabs as markers to then apply a nested character style.
Okay, yes, so the tabs are within the paragraph style, and not the nested style. Sorry to be incorrect about that. But the tabs are still not showing up.
It sounds like your tab characters are actually disappearing from content in the XML. Jeff was responding to the fact that they need to be there, and you state that you originally had them in your document, but they are not showing up once imported through the XML.
The tabs may be disappearing in the XML document due to the "TAB" character in your text editor not being a tab, or at least not properly-formed XML TAB equivalent, OR because you are not "importing whitespace elements" when you import your XML.
Importing whitespace elements can wreak havoc on other things in your XML structure and styled layout within the Indesign document, so I would put the XML quivalent of TAB everywhere a tab should be in your XML, and make sure NOT to import whitespace (when importing XML using "Merge Content", select not to import whitespace items from the import options).
I believe the XML friendly character code for a TAB character is "	" or "	" but have not tested this. Don't include quotes when adding the character code, just the ampersand, semicolon, and everything in-between.
Also, sounds like your tags are mapping ok for you, so your XML should look something like:
<sentencetag>	<numbertag>1</numbertag>	The dog runs fast</sentencetag>.
It should't matter where you put the TAB character equivalent in relation to your nested tag.