Answered
Hi!
My idea is to add a checkbox to the object properties panel that switches whether the caption the label of the given object should be displayed as Latex or not. I know, there's an option to place text objects near points and segments, but this way it would be more comfortable. Latex style labels are needed in latex documents where the default font of geogebra looks very ugly.
I like this idea 
You can put LaTeX in an object's Caption thus:
$\sqrt{x}$
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