Hello,
We have checked this option with the official WooCommerce theme (every third-party plugin created for WC should work fine with the official theme!) and found that the same issue persists if you inspect the code but you don’t see it because default theme does not have styles for the error messages, our theme has styles. We have added custom CSS to remove the styles for that empty labels. Contact Dokan plugin author if you don’t want to have those labels in code.
Regards