If a release on your label should live on an artist page, just append /label_conversion to the end of your label’s URL. This tool will scan your account for any unassigned releases and ask if you’d like to have them moved over. It works even if the artist isn’t yet on your roster, so you can move the release over and invite them to join your label in one fell swoop.
Careful, though, this is a one-way street and cannot be undone. You’ll also want to make sure you’re not duplicating an existing artist account in the process.