Usually when I see button chrysanthemums (the most common kind) and Michaelmas daisies (Asters) labelled as annuals, which they are not, it's because they've been treated with carvacrol (C6H3CH3(OH)(C3H7)) or phosphon-D (tributyl-2, 4-dichlorobenzylphosphonium chloride), or a similar dwarfing agent.
Of course, this treatment doesn't last forever, so when the plants return the next year, they're likely to be a good bit taller and thinner (less bushy) than they were when bought. Of course, you can still pinch them back, to promote heavy branching, but they will still be larger. So they were labeled as annuals because they won't be the same plant next year.
I've also noted that in my area, mums have a hard time perennializing in clayey soils, and often die overwinter. So around here, everyone buys a new set of mums each fall, unless they have a sandy soil, or one with a high amount of organic matter.
They are also marked as annuals so that people will have it in the backs of their heads that they will need to purchase more next season, so there is some marketing incentive to mark them as annuals.