Ah, are you referring to the “Labels” section in SLB’s settings?
If so, then the answer is that themes can decide how to display different elements in the lightbox, for example, whether the “Next Image” button is displayed as text or as an arrow. If the theme shows the text, your customized labels will be displayed.
SLB’s default themes (including the one you have selected) uses images for most of the UI elements. However, some labels are visible, such as the “Slideshow status format” option, which is displayed next to the image’s caption in the lightbox (e.g. “Item 1 of 10”, etc.).
Please let me know if this answers your question. If not, please provide additional details and I would be glad to reopen your ticket and take another look.