Thank you for contributing to our wonderful community! We are so pleased to have you with us.
From double checking in our documentation, when using First Class Mail with package type Letter does not currently support label messages thru Stamps directly. With this in mind, I would recommend either selecting a different package type option or service option to maintain that ability to utilize the label messages.
Alternatively, I see in that photo that it appears Endicia was used for the label. If Endicia was to be connected I would expect to see those label messages populate similarly to how you photographed! There are extra steps to Connecting Endicia in ShipStation but it is certainly an option as well.
I hope this is helpful!