We recently enabled sensitivity labels in our tenant and I added a document in a SharePoint library. The document was created using the online app and I assigned it a label.
After saving, I added the Sensitivity column to the library and I could see the label. I was then trying to print a PDF version of the document to see if Adobe would transfer the label. When I uploaded the PDF to the library, the word document lost its label and now the Sensitivity column is empty.
I open the word document in the desktop client and my sensitivity button is greyed out, however in the online web app I can see the labels and even if I change the label, the column in SharePoint is blank.