Labels and aliases of Wikidata items don't enable to be accompanied by references or qualifiers. To be fully-fledged, labels (and aliases) should have the same features as statements.
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The labels and descriptions and aliases of an Item are there for identification. As @Bugreporter says the things that need a reference should move into statements. I fear we can't make the data model and interface more complicated to add references for labels, descriptions and aliases and shoulder the additional maintenance for the editors that comes with it.