Ok this is confusing living heck out of me.  I ran your code above and 
iter$value() results in the dimensions I would expect.  Hence, this appears 
correct.

BUT, I tried again to simply run only my code below

```

train_iter <- mx.io.CSVIter(
  data_csv = "A.csv", data_shape = c(3, 3, 1),
  label_csv = "A.csv", label_shape =  c(3, 3, 1),
  batch_size = 1
)

train_iter$reset()
train_iter$iter.next()
train_iter$value()
```
and I still only get one value in the label.  I am expecting $label to be 
identical to $data

```
$label
[1] 1.373546
```

Now instead if I run: 

```

train_iter <- mx.io.CSVIter(
  data_csv = "A.csv", data_shape = c(3, 3, 1),
  label_csv = "A.csv", label_shape =  c(3, 1, 3),
  batch_size = 1
)

train_iter$reset()
train_iter$iter.next()
train_iter$value()
```

I get 

```
$`data`
, , 1, 1

          [,1]     [,2]     [,3]
[1,] 1.1643714 2.689276 2.152658
[2,] 0.8696243 1.527834 1.233204
[3,] 2.1957829 2.738622 1.815747


$label
, , 1, 1

          [,1]
[1,] 1.1643714
[2,] 0.8696243
[3,] 2.1957829

, , 2, 1

         [,1]
[1,] 2.689276
[2,] 1.527834
[3,] 2.738622

, , 3, 1

         [,1]
[1,] 2.152658
[2,] 1.233204
[3,] 1.815747
```

Is it possible that the label axis is rotated relative to the data axis? Are we 
supposed to transpose the label axis until is matches the data axis?

[ Full content available at: 
https://github.com/apache/incubator-mxnet/issues/12428 ]
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