The drush `version` command returns a simple string result; however, a label, "Drush Version", is also defined in the command definition array:
'outputformat' => array(
  'default' => 'key-value',
  'label' => 'Drush Version',
  ...
),
This label is shown when the version is output in its default 'key-value' format.

for the data, and this is printed when drush version is executed in its default format of key-value. When output in string format, then only the data itself is shown.

$ drush version

drush version: 6.0-dev

Code:

return DRUSH_VERSION;