Think i read the initial question wrong, apologies for the confusion there, i thought they might have been separate, sorry.
if the main parent is a CSG shape of some sort and children are CSG shapes, like you have here for the environment, the Hazard tag gets inherited to all its direct CSG shape children.
CSG shapes are good for prototyping levels as they can be used in a sort of subractive or additave way, its my understanding that the different CSG shapes combile together in the end to create new geomerty, so we would essentially have the parent background CSG shape having all the sub CSG shapes all combined together into one mesh object and thats why just having the hazard tag set on the parent works.
just as a test to see what i mean, in your environment scene, if you select one of the CSG boxes that intersect another one, if you drag it around a little, you will see the lines that form the geometry change, so that it can create the single mesh from all the different parts. as opposed to being just cubes that just intersect into each other
Hope that sort of answered your question there.
Darren