One of the disadvantages of using HTML for labels is when you need to write a localizable program (which should work in several languages). You will have issues to change just the translatable text. Or you will have to put the whole HTML code into your translations which is very awkward, I would even say absurd :)
gui_en.properties:
title.text=<html>Text color: <font color='red'>red</font></html>
gui_fr.properties:
title.text=<html>Couleur du texte: <font color='red'>rouge</font></html>
gui_ru.properties:
title.text=<html>???? ??????: <font color='red'>???????</font></html>