That’s not universally applicable - I don’t use labels for anything more than folder organizing, so my mail all has a single label each mail - that is why it makes sense to have this as a configurable option. In Windows Mail you can search through mail and get a bunch of results, select several mails and drag them at once into another folder as a move operation. Without this, there is no easy way to organize mail; for example, if I want to archive all mail from a specific recipient, I’ll search for that mail and drag the full results to the “all mail” folder.