This user report below summarizes the issue, which is reproducible with the latest nightly and stable releases of Slicer. It appears that the generator succeeds in creating a label node representation in https://github.com/AIM-Harvard/SlicerRadiomics/blob/master/SlicerRadiomics/SlicerRadiomics.py#L544-L550, and also if the segmentation is exported into a labelmap node, then feature extraction works with that labelmap node defining the mask.
https://discourse.slicer.org/t/support-3d-slicer-and-pyradiomics/18474