Those are not labels, but built-in Outlook functionality. Both Outlook and OWA allow users to configure "message sensitivity level" property, which is not related in any way with sensitivity labels, AIP or RMS. Here's for example the corresponding option within Outlook:
Refer to this article for more detailed explanation: https://support.microsoft.com/en-us/office/mark-your-email-as-normal-personal-private-or-confidential-4a76d05b-6c29-4a0d-9096-71784a6b12c1