I assume you are saving the workbook after you have changed the labels and closed it right? What version of Tableau Desktop are you using?
You are correct, I am saving right after making the changes. I am using version 7.0. I appreciate your help.
I am in version 9.0.0 and still having the same issue.
You're not the only one, I have it happening on >> labels, aliases and custom colours, it's annoying
I'm sure its amongst a long list of bug fixes to be introduced in the future... hoping the near future!!
FYI I'm using 9.0.3