I switched to Fastmail in April of this year. I love using labels rather than folders so that emails can be seen in, for example, WaitingFor and VacationTrip simultaneously. When I switched, I don’t think the ability to label emails before sending existed. I had to send the email, then go to Sent folder/label to change the label. I can now confirm that I can compose an email and lable it before sending. I requested this feature when I signed up. I have no idea whether that had any influence. I can’t find any release notes that document changes with the Fastmail web or desktop app.
It’s nice to cut out an extra step in a workflow used multiple times a day.
Edit: I can’t see a way to label outgoing messages on iPhone with the app or with Safari. I can do this with my iPad using the app or through the browser. I haven’t tested, but I assume it would work on my MacBook Pro in Safari.