But there is no mentioning that the Loop should start right after the Label.
Break [, LoopLabel][AHK_L 59+]: If specified, LoopLabel identifies which loop this statement should apply to; either by label name or numeric nesting level. If omitted or 1, this statement applies to the innermost loop in which it is enclosed. LoopLabel must be a constant value; i.e. variables and expressions are not supported.
Even adding a declaration between the label and the loop structure leads to error.
This behaviour should be denoted in the help file, Lexikos?