I believe the correct answer is - They could walk away from their assumed identities, and in so doing walk away from their labels as well.
The whole study conducted by this psychologist had to do with assessing psychiatric diagnoses. His experimenters faked that they had hallucinations in order to be admitted into a psychiatric facility, where they stopped exhibiting such 'not-normal' behavior. However, they were still diagnosed with psychiatric disorders and given drugs to suppress them.