Hasbro made way too many rosettes in way too many colours in way too many places and with way too many minor variations.
I agree with Katrine. It doesn't make sense but that's what it belongs to. Why it has the label from the 2nd Show Stable rather than HSH is something nobody can answer without a time machine. Either someone had a playset from over there, or someone bought a bunch of toys from Europe and it got in by mistake, or - which is what I'd suggest is most likely - maybe the labels aren't consistent between all releases of the HSH and some of them have the same rosettes as the European ones. There are a lot of variations in playsets like this (for example, the brush variations in Dream Castle for one) so it's maybe possible that some of the later US ones have the same stickers as the European one because that was where the transition came.
In any case, that's what it is. How it got to you, unfortunately, that's more of a mystery...I also agree that there's not a confirmed release for the 2nd Show Stable as a set as such over there, so it makes most sense that actually there were some US sets with the other labels.
Although what makes less sense is why issue the same basic stable in both places and bother to make different labels for the rosettes between sets. Hasbro. Sigh.
I also recommend Chrissytree's site as a good cross-referencing source as she's spent a long time digging up detail.