Labels are not inherited as indicated in the documentation
On the documentation page https://docs.gitlab.com/ee/user/project/labels.html, it seems the labels are not working as indicated in the document. "Group labels can be assigned to any issue or merge request of any project in that group or any subgroups of the group." => Seems they only works on the group's project, not the subgroups.
UPDATE: They appears while creating an issue but they are not displayed in the Labels page of the subgroup's project.
Edited by Luc Dubrois