Hello Raymond.
packets of BGP sessions are treated as any other traffic if an LSP exists with destination= remote BGP endpoint, and endpoint is not directly connected the BGP packet (otherwise pop tag will cause to send packet with no label) is put into the LSP as traffic with a BGP next-hop = remote BGP endpoint.
This can be the case of a BGP packet sent to a route reflector server.
You can easily test this by performing a packet capture in an MPLS enabled lan segment.
I've actually discovered this during packet captures I did to look at settings in IPv4 headers of routing protocols.
The MPLS label is not part of the BGP update, rather the BGP packet is encapsulated in MPLS.
To be noted that BGP can be used to distribute labels when using BGP with labels that require neigh ... send-labels but this is a more specific case and in that case the label is a field in the BGP advertisement to a directly connected BGP neighbor.
Hope to help
Giuseppe