I suspect that the big issue for most of us is not so much the labels we're given, but that most of the labels we're given are flat-out wrong.
I imagine that I would not mind being labeled as gay if I actually was gay, just as I would not mind being labelled a conservationist if I actually was one of those, too. Or a "gun-nut". Or a sports fan. Or...
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.