In other sections like Forum, Helpdesk there is option Allow/Not allow labels in settings, but in konwledge base I can not find it.
Seems like you are talking about tags. The option needs to allow users add tags when they post topics. In the knowledge base nobody but support agent can post new articles. Support agents are able to assign new tags when topic posted. So, we do not need the option because no users articles in Knowledge bases.
Ok, I see, thank you.