Why does querying on post_tags (which has been applied to custom post types) only return posts?

by

Take a careful look at the arguments for WP_Query. By default, it queries for the post type post.

To select your custom post types, you need to change your query a little:

$query = new WP_Query( array(
    'post_type' => array( 'reviews', 'interviews' ),
    'post_tag'  => 'featured' 
) );