Hi,
You only need to use the set-mpls label when you are filtering the VPNV4 routes that you want to send to a VPNV4 BGP peer.
Ie, if you were filtering the routes via a route-map matching a prefix list, then you would put the set-mpls label in the route-map entry with the permit clause.
Ie.
route-map rmap deny 10
match ip address access-list 101
route-map rpmap permit 10
match ip address prefix filt
set-mpls label
HTH
LR
