1. right click on a graphical object
2. select "add label"
3. do not type anything
The end result is that the label is invisible and can not be selected again.
If you save as GML, the label is visible as an empty LabelGraphics element.
If instead in #3, you type some text for the label, the text appears in the centre of the object underneath its existing label, and can not be selected. In this case the only way to make it selectable is to edit the GML directly and adding an "anchor" attribute.