[CI] Don't run label workflow on closed/merged PRs (#15678)

.github/workflows/auto-label-pr.yml

@@ -20,7 +20,7 @@ env:
 jobs:
   label:
     runs-on: ubuntu-latest
-    if: github.event.action != 'labeled' || github.event.sender.type != 'Bot'
+    if: github.event.pull_request.state == 'open' && (github.event.action != 'labeled' || github.event.sender.type != 'Bot')
     steps:
       - name: Checkout
         uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2