Properly handle the labels attribute in ProjectMergeRequest

This should have made it into e09581f but something went wrong
(probably a PEBCAK).

Closes #325

gitlab/v4/objects.py

@@ -1213,6 +1213,12 @@ class ProjectMergeRequestManager(CRUDMixin, RESTManager):
                                'milestone_id'))
     _list_filters = ('iids', 'state', 'order_by', 'sort')
 
+    def _sanitize_data(self, data, action):
+        new_data = data.copy()
+        if 'labels' in data:
+            new_data['labels'] = ','.join(data['labels'])
+        return new_data
+
 
 class ProjectMilestone(SaveMixin, ObjectDeleteMixin, RESTObject):
     _short_print_attr = 'title'