If possible it would be very helpful to assign Sensitivity Labels on files with PowerShell.

Describe the solution you'd like
Ideally it would be a simple cmdlet like Add-PnPFileSensitivityLabel that takes a path and then assigns a sensitivity label.

Describe alternatives you've considered
There are OOTB features for setting defaults on libraries and on containers, but there isn't really much in terms of files and I think most alternatives are covered with existing OOTB features or cmdets.