Goto doesn't recognize the label:
For[j = 1, j <= 10, j++, For[i = 1, i <= 10, i++, If[i == 3 && j == 4, Goto["ab"]] ]]; Label["ab"]; Print[i, j]
As explained in Problem with Label in a Do loop you need to have Goto and Label inside the same CompoundExpression.
Goto
Label
CompoundExpression
For your case each line is a separate one. Quick fix is to wrap them with ():
()
( For[j = 1, j <= 10, j++, For[i = 1, i <= 10, i++, If[i == 3 && j == 4, Goto["ab"]]]]; Label["ab"]; Print[i, j] )
Thanks.