That is normal because you (probably) imported your cues from Serato. Serato does not add any label so Lexicon keeps that.
Something can be said to add those labels if they are empty, but that would mean all cues now have labels which is maybe something other users don’t want…
Seems that Engine has decided to add labels to cues without labels. But they only import to Engine, never to another DJ app.
Upload a few of your m4as with shift so I can check them. Shifts in Engine are not as well fixed as other DJ apps yet but the more files I can check the better.