Or is the tag necessary to receive any pal / leo tokens at all?

THIS. If you don't use the tag, your post doesn't even show up on the palnet or steemleo frontends and it won't receive any rewards from any pal or leo stakeholders who happen to upvote your post, so use the tags.

What would then happen if I by chance vote only for content neither containing palnet not steemleo tag?

Then you wouldn't get any palnet or steemleo curation rewards.