You do have the option to get SQL to put the label
statement you need into a Macro and eliminate any
intervening data sets/files.
PROC SQL NOPRINT;
SELECT NAME||'="'||TRIM(LABEL)||'"' INTO :LABELS SEPARATED BY ' '
WHERE LIBNAME='XXXX' AND MEMNAME='A'
PROC DATASETS NOLIST LIB=ZZZZ;
A similar technique will let you transfer Formats and Informats too,