I have been using Libreoffice 4.x and had this same problem. Last year, (the only time I print mailing labels.)
I upgraded to Libreoffice 5.4.3.2 and still cannot print mailing labels.
When I select mail merge wizard using a database of addresses. it will go through the process to step 4 but it will not go past that. I have to click on finish but it will not allow me to see a sheet of labels with the data on it, only the space fillers.
I can use Open Office 4.1.1 and it will print the labels with the address data on them
I want to use Libre Office and do for all of my Word Processor and Spreadsheet needs.
Any suggestions.
Is there something I am missing or is there a glitch in the program?