I updated the title to help others better understand the topic of the issue

Sorry I missed it. Thanks

This is actually not a bug. Let me explain a bit.

In Joomla a module is shown using a module "chrome". The chrome is responsible for showing the module title and some styling around the actual content. The module itself only generates the content to show within the container built by the chrome.
The chromes are defined by the template in this file: /templates/templateDirectory/html/modules.php. Plus there are some additional systemwide styles in /templates/system/html/modules.php.
You can actually see those chromes as "Module Style" in the advanced module settings. By default it's set to Inherited which just means it will take the chrome specifiec by the template for this specific position.

Now if we look at Protostar and the position-0 which is usually used for the search module, you see in the template index.php file this code:
<jdoc:include type="modules" name="position-0" style="none" />
This means Protostar tells Joomla to load the modules for position-0 with the (system) chrome none.
This is a special chrome, which as the name implies means no chrome at all. Which again means no title is shown, since that would be done by the chrome.

So, to fix your issue, either use a different position, or just set the module parameters to a different module style.

The label you see, is actually meant for people with disabilities. For example a screen reader would read that label and let a blind person know what the field is meant for.

Closing this PR as it's not a bug.