If you add a product to wishlist, the product is displayed without tax classes. How can it be fixed?

This is a matter of what code is used in appropriate transformation.
You can edit transformation used for wishlist web part, find following line:

<%# EcommerceFunctions.GetFormatedPrice(Eval("SKUPrice"), Eval("SKUDepartmentID"))%>

And replace it by this one:

<%# EcommerceFunctions.GetFormatedPrice(Eval("SKUPrice"), Eval("SKUDepartmentID"), Eval("SKUID"))%>