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That's correct Paul. If you want to save labels on a route profile you would need to add them as labels in the directions panel of the Route Planner. Any labels added this way will automatically load in the Route Profile tool. The other option is to click SHARE in the Route Profile tool to get a link that you can use to reload the route profile with any settings you made, including custom labels. You can then keep a copy of this link somewhere. You could add it as a comment on the View Route page if you like.
On the "How To Identify The Biggest Hill Climbs On A Route", it discusses how to add lables for hills, but there's no mechanism, that I can tell, to save the labels.