I have opened a ticket on this because my troubleshooting revealed something weird.
Backups taken before and after the upgrade show that the "set global-label" were present even after the upgrade.
However, when I logged on via the CLI and typed "show firewall policy" I got NO results.
Later, in the same CLI session, "show firewall policy" worked but did NOT show the "set global-label" settings.
A backup taken after the CLI session showed the "set global-label" settings were still in the configuration.
So... I'm getting different settings on the CLI than I get in a configuration backup.
Something is weird.
On the other hand, the firewall is working and policies are working.