Theo, there's an art to using these guns. I'm assuming you have one with a needle and "trigger" that puts in the t-bar tags like the stores use for garments.
The reason we use the location you indicated is that there are some bones that radiate down from the dorsal fin rays into the fish. You insert the needle past those bones, then squeeze the trigger/handle to insert the tag, but be extra careful to not let the needle move out of location. When you squeeze the trigger/handle, the needles wants to move out of the fish and back toward you. You've got to keep the needle in place so the t-bar locks behind those small bones. Finally, rotate the tagging gun 45 degrees, and withdraw it from the fish. Give the tag a little tug -- it should hold. If it slips outward toward the skin, then take it out, and start over.