Thanks for testing/reporting those.
As I mentioned last night:
I’ll go nuts trying to analyze behavior of other db/window opening/closing permutations right now.
… so I appreciate not doing similar behavior analysis with SG criteria. 
So, “any” is not “all” and groups/feeds are not content. (Makes sense; they are containers.) Got it.
Re the original post in this thread: a quick way to create a smart group is via a Search query (Tools > Search).
Define the query and run the search. Then click on the ‘+’ symbol to the right of the query field and name the smart group.
Example: Perform a search for the desired Label. While you are at it, you could define the query to look for items that contain ‘George’ but not ‘Harry’, or any other criteria you can define in the search query in order to ‘slice and dice’ labeled items in a smart group.