EDIT: I just realised my error - but I wanted to keep a record of this behaviour here, for anyone else's benefit!
Every time I select a Data Card and go to "Insert" a Label on it, PowerApps - on the Screens Pane on the left - automatically reverts to the higher-level Screen before placing the Label/Text Box at that level, rather than staying focused on the Data Card I have selected.
SOLUTION: Ensure you navigate to the Data Card's Advanced Settings (right-hand pane, 3rd Tab) and click on the Padlock to unlock it, so that you can edit it's Properties. Otherwise Insert and/or Copy/Paste will not work!
Solved! Go to Solution.