You'll have to tell us where you are from, or at least where you bought the bottle from?
Different countries have different rules & regulations as to what must be stated on the label.
Germany and other European countries require that artificial additives such as colouring be stated, so yes, you will actually see it on the bottle.
For countries that don't have such requirements, the labels obviously don't state it!
There is an excellent post somewhere on this site from Lawrence where he listed all the bottlings that were known to have caramel added, as ascertained by such labelling.
I just checked the list (I saved it elsewhere on my computer), and Dalmore Cigar Malt does indeed apparently have caramel added.
Believe me, it is not in the minority!!