All the key on the keyboard have something written on them which more or less describes their functionality, except for the Space bar.
That is, simply, not true in the first place. I give you PCD Maltron, which labels its space keys as SPACE. Here's a close-up of a 2-handed ergonomic keyboard (L89 QWERTY layout):
Here's the Maltron mouth head stick keyboard, which (as with others mentioned here) has more of a space key than a space bar. It's still labelled SPACE:
Just for variety, here's a Kinesis ergonomic keyboard, again with the space key labelled Space. Kinesis doesn't use all-capitals labels:
It's not even true to say that old computer keyboards didn't label space keys, and that putting names on space keys is the sole purview of these new-fangled ergonomic chappies. The Commodore PET 2001 had a space key that not only was labelled SPACE but was labelled in red:
The mistake of thinking that space keys don't sport labels is rooted in the misconception that there a thing universally known as "the keyboard".