At first I was annoyed too that Jude labeled himself. But especially after Cole and Jude talked and Cole told him that for some people it is helpful to label themselves if they are living in an rather unsupportive environment. Jude probably thinks that it is more important to make Connor feel loved and supported than not labeling himself. Furthermore in opinion it is very sweet of Jude not to follow his more or less "stubborn" I-don't-label-myself attitude anymore and concentrates more on Connor and their relationship.
