Previously, the GA4 Client in SGTM could directly load gtag.js. That’s no longer possible. Now, all Google JavaScript libraries are loaded via the Web Container Client.
If you want to load gtag.js via SGTM, you must now use a Web Container Client and allowlist the Google Tag Measurement IDs you want to serve.If you load GTM through SGTM using the Web Container Client, you can enable “Automatically serve all dependent Google scripts”, so any Google Tags in that GTM web container will be served automatically—no manual Measurement ID list needed.
You don’t have to serve a full GTM container through SGTM you can still use the Web Container Client solely to load gtag.js by specifying allowed Measurement IDs.
For more information check Simo Ahava his post.
