this type of automatic labeling has been removed from v19 with the introduction of multiple labels per element. While it made some sense to have an option whether an element has a label or not, with multiple labels it would be very complicated, to set “how many labels does this element have, where they are, how do they look, etc.” from the element settings.
Besides, the elements should exist from the early design phase, while labeling elements in most cases only takes place once the design has already settled – so they seldom get created at the same time.
Nevertheless, in v19 we’ve also introduced a function that can place a label on multiple elements with a single click. By default you can find it under Document / Document Extras / Label Selected Elements. This is in a way even easier than the previous method, because it can place labels on different types of elements at the same time (while in previous versions, you had to do it separately for each element type).
Whether to re-introduce an option to label elements upon creation is still under debate. But we believe that automatically labeling all elements is just as problematic as labeling none – you’ll either have to keep deleting unnecessary labels, or keep switching the auto-labeling on/off. The most flexible solution still is to select everything you want labeled, and label them with a single command.