Labels behave in a strange way! I noticed it with labels, attached to windows, and haven't tried it with normal labels:
1. When Ctrl+Alt clicked, they transfer only the colour of the arrow and its line. They do not transfer the type of label, which is very important. Funny, the label, attached automatically to windows is "Text", not the expected "Object Label 12"! Also, they do not transfer the colour of the border around the text of the label.
2. When labels are selected and modified in Label Selection Settings dialog, they do accept changes of the font and font size. These can only be changed in Info Box.