I agree that label handling is not optimal, especially if a label is invisible or if there are more than one label for an element, and there are plans to improve this in a future release.
A somehow cumbersome way to select invisible labels is to select any visible label and press CTRL + A to expand the selection to all labels of the same kind (that is, all node labels or all edge labels). Then, empty node labels are highlighted with a small selection marker and can be selected manually. Unfortunately, no marker is displayed for empty edge labels. If none of your labels has an icon, a work-around is to set an icon temporarily to show them.