Hi all,
I have implemented the functionality in a form of plugin, as it was suggested by Lex. The source code is available on Github: https://github.com/vmkononenko/pair-tag-highlighter
I've played with several HTML files and it seems to work properly. A bit more playing with code is needed for XML support. Quick testing showed, that in some cases it does not work.
To install plugin, run make && make install. It may be needed to edit Makefile depending on your OS and arch.
Suggestion and bugreports are welcome. After discussion in mailing list I will follow guidelines at http://www.geany.org/manual/reference/guidelines.html regarding adding plugin to main geany-plugins repository.