Thats weird, maybe older versions of Athame didnt do that. If you check official page of Athame in FAQ there is even a question about that tag, this is definetly not a regular tag which you can delete just like that with mp3tag. If you have new Athame, please try to download something now from Tidal and check "Copyright" tag in MediaInfo after you delete all tags in file, you will see that its still there.

Can you remove the "Respect the artists! Pay for music when you can! Downloaded with Athame" tag?

No. The purpose of that tag is to remind people that Athame is a tool for saving music from streaming services for personal use only, and not a tool for illegal distribution of music.