In previous versions of Confluence 4.3.7 the label dialog was giving the text cursor focus back to the text field after pressing ENTER to add a label. This is gone in Confluence 5 (5.5.6 and onwards). This decreases user productivity considerably. Settings labels are bread and butter when working with content.

Adding multiple labels at once by separating them with comma is no workaround - using the intellisense proposals always removes all previous labels.