Thank you for reaching out and sharing this feedback with us.
I can confirm that there isn't a way to purchase a shipping label without creating an order at the moment, so using Shippo would be the one of the alternatives. Nevertheless, I can see how being able to purchase labels using Shopify Shipping without an order can be beneficial for specific instances, and I'd be happy to pass your feedback along to our teams. If Shopify moves forward with any changes to the way shipping labels are purchased, then you'll be able to find it on our changelog and updates page.
Do you often need to purchase shipping labels without an order? Are there any other instances where you needed shipping labels without an order?
Thank you for following up and providing these scenarios!
I've gone ahead and added more details to this feature request on your behalf. For the time being, please continue to use Shippo for these instances.
If you have any other questions, don't hesitate to let me know!