There are a few issues -
While "Marvel Cinematic Universe" is the official term for this collection of Marvel film and television properties, it is not the case that "Harry Potter Universe" is an official term. The more generally accepted term would be "Potterverse" but, even then, my understanding is that it's a fan-created term, not an official one.
There's no indication that we need this tag. The reality is, the harry-potter tag is sort of already serving this purpose so I'm not sure that creating a "HP Universe" tag (regardless of the wording) is necessary. I think the easiest action (which requires no retagging of existing questions) is to slightly broaden this current tag definition to be inclusive of the now-broader collection of films.
Having a question require three tags simply to identify it as a Harry Potter question (harry-potter-universe, harry-potter, specific-title seems like too much. I feel that harry-potter is sufficient with the addition of the film's title tag.
Perhaps, sometime in the future, SE will see fit to extend the max length of tags so that the film tags can be harry-potter-and-the-philosophers-stone.
Another possibility would be that if we opted for a different wording we could make harry-potter merge with whatever wording we opted for whether that's harry-potter-universe or potterverse or whatever but I still strongly prefer that we not have both of these tags.