Why do some objects appear on top of others, and not always like that?

I created 2 empty labels, using winforms, to cover some groupboxes They were created exactly the same way, but they dont behave the same way

The first one:

The second one:

The first covers everything, the second one only covers one groupbox, and displays the other two.

I tried the right click+ send to back /send to front, but I believe this doesn't mean anything in the code, it only purpose is to allow you to visualize better what you are placing in your form, I guess.

Can someone shed some light?