I may be very confused but it seems the only way a Label will gain focus is via the TabKey:
void Label::focusGained (FocusChangeType cause)
&& cause == focusChangedByTabKey)
This means if you have a component containing a Label as the first component that should gain focus then the editor is not displayed even though the Label has focus, press tab and then back tab and the editor appears.
I got round this by using a TextEditor which works perfectly.