Should we have a special tag for such questions and clicking such questions should ask whether users are 18+ or not?
There are three major problems with your proposal:
First, and most importantly, you're making a broad assumption that such questions are welcome here by the community. As near as I can tell, that is not the case. The target audience (13+ users) is inclusive because that's what we want, not because we can't figure out how to target a different audience. As @alexwlchan says, there are other places where such questions would be perfectly at-home, just not here. (Try reddit?)
Second, we would be relying on the person asking the question, plus every subsequent high-rep user with edit privileges, to know whether their question was "bad enough" to warrant the tag; people under-tagging would negate the point, and people over-tagging would likely hide perfectly good questions where lots of people won't see them.
Finally, assuming there was consensus that your idea was a good one, we would be asking the developers of the Stack Exchange software to make a significant change to the way the site runs, specifically to allow a question that most of the community thinks is terrible. I don't see much likelihood of that proposal getting pushed through anytime soon.