Importing tags from your Calibre library
To be taken into account by the reader, tags and other metadata must be contained in the file of the book itself. This is what happen when using the Send to device option in Calibre on an epub, the tags are incorporated to the epub (otherwise, Calibre keeps all metadata in a separate file for its own needs). But in the case of PDF books Calibre can't do that, the tags remain in the separate file and thus are not imported into the reader.
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