The semantics of honor_labels are that if a target exposes
and empty label it will override the target labels. This PR
fixes that by once again distinguishing between empty labels
and missing labels in this one use case.
Beyond that empty labels should be pruned and not added to storage,
which this also fixes.
Fixes#3841
Instead, just make the anchoring part of the internal regex. This helps because
some users will want to read back the `Value` field and expect it to be the
same as the input value (e.g. some tests in Cortex), or use the value in
another context which is already expected to add its own anchoring, leading to
superfluous double anchoring (such as when we translate matchers into remote
read request matchers).
