Steps to reproduce:

1. Go to a Space, and Browse > Space Admin > Space Labels and type a label there.
2. Just to have another label, do what you did in step one, but in another space.
3. Now, go to another space, and click Insert > Other Macros > SpacesList and choose the Scope of spaces to category, and click insert.
4. You'll see that will not work.

Personal thoughts:

For test purpose you can try to change your BaseURL, for example, you're using localhost:8090, try to edit the baseURL to localhost, save that, and try to replicate the problem, you'll going to see that a "/" will be missing, like this:

http://localhostspacesselectedtab=category&spacesselectedteam=2/

Workaround:

There's no workaround.