No.
That would be a meta tag - it has nothing to do with the actual topic of the question, it doesn't help to define its scope, all it tells you is either "this question is based on a misconception" or "this user thinks they are confused". The former is entirely useless information, the latter is pretty much par for the course if you're asking a question.
And there's really not much of a problem with questions that have a misconception somewhere in them - they certainly don't need to be closed or downvoted in general. Good answers correct the misconceptions in a question.
The problematic questions are those where the question is of the form "Given that X, how about Y?", where X is just false, and Y really has nothing to do with X. One can't really answer them because one is not answering the question about Y when one says "X is false", and they are not going to be useful to anyone else than persons with that specific misconceptions. I'm not really sure what to do with those in general, but I think unclear what you're asking is a perfectly valid close reason for most of those.