The reason this is happening is due to the CSS stylesheet associated with the landing page you've included the form on. These CSS stylesheets contain rules to alter the look and feel of your forms so that you can create a fully tailored solution to meet your own needs. In this case there is a CSS rule that is hiding the labels. This rule specifically:
This will override the CSS rule on that specific page. The longer term fix would be to update the rule in the stylesheet however just be mindful that if you do this it will apply to ALL pages using that stylesheet.