As far as I know the fonts in the envelopes part are based on paragraph
styles other than normal which can be modified in the global template
normal.dot.

I'd say your best bet for the labels side would be to create a new template
whose "normal" paragraph style has the font set to the one you want, and use
that template as the basis of your label documents in future. It might make
sense to do the same thing for envelopes rather than rely on the paragraph
styles in normal.dot.

[
The font in the labels part is based on normal, so the only ways to fix it
globally" would probably be
a. to modify the normal paragraph style in the normal.dot template, which
you probably don't want to do
b. to replace the existing dialog by something that sets the font. And
that's a pain as well, even assuming it can be done.
]

--
Peter Jamieson - Word MVP