The current implementation of the Horizontal tab group theme currently does not permit the option to make the label visible. It is assigned the "element-invisible" class by default. Here is the theme's implementation:

function theme_horizontal_tabs($variables) {
  $element = $variables['element'];
  // Add required JavaScript and Stylesheet.
  drupal_add_library('field_group', 'horizontal-tabs');

  $output = '<h2 class="element-invisible">' . (!empty($element['#title']) ? $element['#title'] : t('Horizontal Tabs')) . '</h2>';
  $output .= '<div class="horizontal-tabs-panes">' . $element['#children'] . '</div>';

  return $output;
}

I'd really like to have the option of using the label as a section header of the tab group, which doesn't seem like an unusual use case for working with field sets.