Adding, editing or removing a catalogue number will remove the label if it is set.

See http://beta.musicbrainz.org/release/df2e9ad8-45b3-4aab-9af8-aa2fab45d6d9/edits - label was added in edit #14543538, I set the catalogue number in edit #15948116 and then the label was gone - I had to re-enter it in edit #15948137.