I'm already paying the insurance despite it being SORN for about a year now... but that's a good point, and one that I hadn't really thought about.
I makes sense that the Post Office don't have 52 (or even 365) different tax discs, but you'd think if a computer was issuing it from Swansea they'd be able to put the date you paid on it.
What would make the most sense though is to not bother with bits of paper on a windscreen at all. - If the ANPR system can tell anyone who's interested if the car is MOT'd, taxed, and insured (or not as the case may be), then why do we need a tax disc? If there is a dispute, a driver could always produce a reciept for the payment.
That's the way it works in Western Australia now, but I don't know about anywhere else.