Thanks for your feedback, @alwinpianka!
I would encourage you to upvote and subscribe to the ideas linked in @TitiCuisset’s reply to show support for this product suggestion:
View Association Labels in Cross-Object Reports
Associations (Currently in Beta): 2nd idea: Contacts filter by label
Update associated labels by workflows in pipelines
Our product team, who monitors the Ideas Forum regularly, can read your specific use case and understand why this would be a useful functionality or change.
Thank you,
Kristen