I can’t be sure how Pingdom reports but I can confirm there is no Google Tag Manager container on your site. It looks like because Google Analytics is requested via a googletagmanager.com source domain as below this is flagged in their reporting, it doesn’t necessarily mean there is a Google Tag Manager container on your site, or that a GTM.js script is added:
src="https://www.googletagmanager.com/gtag/js?id=UA-190******-1"
I also checked this on another site with only Google analytics connected via Site Kit (and with Google Tag Manager disconnected) and the same request domain appears using Pingdom, so this can be disregarded.
Let me know if you have any further questions on this. Thanks for using Site Kit and nice work on your site.