A vet I visited said that's where their scent gland is on their tails (so I guess males swish their tails around in a mating dance to waft their scent, not sure if females have scent glands in the same way?), and sometimes it's just kind of bald-ish like that. Can't confirm if that's 100% true, but the other vet I've brought him to (who specializes more in exotics) didn't comment on the patch on the tail as being a problem of any kind.
My chin has a bit of a bald spot on his tail in the same place and doesn't chew his tail, altho recently I noticed the fur has kind of grown in more.