When the default sensitivity label is applied, an asterisk (*) appears next to the label.

When I open a Word document and the default sensitivity label (e.g., INTERNAL) is applied, an asterisk appears next to the label along with a message indicating that the file hasn’t been saved yet. Is there any detail Microsoft documentation that explains this behavior? This only occur for default label if I try to remove default label (without saving word file) and apply any other label then * mark is not there.