After the problems with Photoshop "eating" metadata tags which you fixed a couple of beta releases ago, I have started to notice that it appears to be the same with Labels.
I make extensive use of labels to tell me just where my pictures are up to in my workflow. I have now noticed that the files that I label are fine until I open an image in Photoshop CC and re-save it. Then, every time the labels disappear and I have to replace them. Hardly the end of the world, but a bit of a nuisance, nonetheless.
I can't swear to it, but I believe the problem only started after the fix to the keywords or after one of the betas after that.
If labels are stored in NTFS ADS metadata, and Photoshop saves over the file by deleting the old version and writing a new one, without preserving the ADS, then there isn't much we can do to prevent the ADS from being lost.
There is the option of storing the label within your Opus configuration, which is a checkbox in Preferences, but the label will then point to a path/name and will not move with the file if the file is moved or renamed.
Another option is to have a filter-label which colors the images based on some other metadata that is stored inside the file and that Photoshop will preserve. e.g. If the file format has a comment field, you might be able to set up a filter that turns the file red when the comment is "red".