I don't really care that much. It's just slighly more convenient for sizing and moving the label and control together. I'm aware that you can just select them both by dragging or using the shift key, which is why I say its slightly more convenient.
I know that you can establish a link by cutting the label, selecting the control, and pasting, but this still leaves them in the same section together.
Anyway, it's no big deal. I just thought I'd see if anyone knew off the top of their head.