It sounds like you have associative labels - grouping has nothing to do with them, only static elements. It is the same as deleting a wall that has associative (dynamic) dimensions - the dimensions will go away when the wall is deleted. Copying/pasting associated elements - such as labels or dimensions - gives you static elements...which will have no relation to any other elements. Typically, a risky thing.
It seems (?) that your labels were somehow all associated with the wall that you deleted. Hover you mouse over a label, and if it is associated with that wall, the label AND the wall will be highlighted (default blue). This hasn't changed in years.
??
One of the forum moderators
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