I usually draw with complex schematic schemes, and sometimes it would be useful to have the possibility of having the labels differentiated by color. For example the analog nets from the digital ones etc. It can be done, or is it a feature of a future release.
In 5.99 (the unstable development version, nightly builds) you can use net classes in eeschema and set colors for them. But it changes the wire color, not label color.
What you do have is Bold / Italic and text size.
Labels are also case sensitive.
On top of that you can add a prefix in the text itself.
Why not, it is actually a neat idea