Oscars tail used to look exactly like that! What I've done is just not brush it. The more you brush it the more hair comes out so id just brush it after I wash it and put loads of conditioner in it then finger comb it. It makes his tail look a lot fuller. Maybe its just his breed. I don't think he will ever have a tail as thick as a cob
You could try braiding and bagging it; that way it doesn't get damaged by getting pulled out in the pasture, laying on it, etc.
That's what I've done with my new mare; when I got her I trimmed off the burnt brittle ends, and started braiding it. She's grown back, already, what I trimmed off, and then some. I condition, and wash (when it's warm enough) every time I rebraid.
Does he rub the tail bag off, or his tail? If it's his tail he rubs off, it's because it needs to be washed really good and dried really good before bagging in it. Also, I've heard M-T-G works amazing for both mane and tail, I've never tried it yet but I will soon. I would try to bag it and put some conditioner in it before bagging it. Also, as stated above, don't comb it out, use your fingers.