There's two closely related topics here that need to be disambiguated. That is, there's a difference between asking about puzzles and posing puzzles.
The Puzzling and Code Golf StackExchanges are about posing puzzles. That is, the questioner makes up a puzzle and then puts it out to the community to solve. The questioner isn't interested in finding out the answer - in many cases, they already know what it is. Instead, the point of posting the question is to see if the answerers can figure out the puzzle.
That's very different from asking about puzzles. In that situation, a puzzle is indeed part of the question, but it's the questioner who is interested in figuring out the puzzle. The goal of the answerers is not solve the puzzle (though they will likely need to do so), instead their goal is to show the questioner how the questioner could have solved the puzzle themselves. (Or understand why the correct answer is the correct answer.)
Note that the Math Stack Exchange site link you give is very clear that it's for asking about puzzles, not posing them:
This tag is meant for questions about the mathematical principles behind games, riddles, or their possible solutions. If the answer is known to you please do not use this tag to "riddle" other users, but rather to ask about the correctness of a possible solution or ways to extend and improve an existing solution.
The CV puzzle tag description is a bit more ambiguous:
Use this tag for statistical puzzles that challenge the ingenuity of the solver.
However, looking at the 10 questions currently tagged "puzzle", they're pretty much all of the asking about variety (that is, the questioner is asking about a puzzle to understand it better), and there's only one that may (or may not be - it's a bit unclear) of the posing variety (that is, the questioner is asking the question to see who is clever enough to find an answer).
These numbers confirm my general impression that - except for the Stack Exchanges which are dedicated to it - posing puzzles is not something that's generally done on Stack Exchange websites.