This is currently a bit cumbersome and needs to be improved for sure. The problem is that a net takes the net of the supply symbol only at the moment when they are connected. Afterwards, it’s currently not possible to change the net name by changing the supply symbol value. There are several possible workarounds available, two of them you already mentioned (temporary add netlabel, or change it in the file directly). A third workaround is to temporarily disconnect the supply symbol, change its value and then re-connect it to the net.
For the record, here’s the corresponding issue for this problem: