This feature enhancement is part of "2017 Community Wishlist Survey".
Where do the map labels come from? The Wikimedia mapping service gets its map data from the open-source mapping project OpenStreetMap. Those labels are created by OpenStreetMap volunteers. Which means that what labels are available for which languages varies from location to location and language to language, depending on what the volunteers have entered
What can you do if labels are missing? If a particular label isn’t available in the language you need, you can add the label in OpenStreetMap. See the screenshot, which shows the interface for the process: you find the map feature you want to label, log in, enter Edit mode, select the feature, select your language from a menu, add the label, and upload it.