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labels on map

What makes you think that there is a ylab parameter?
function (database = "world", regions = ".", exact = FALSE, boundary = TRUE, 
    interior = TRUE, projection = "", parameters = NULL, orientation = NULL, 
    fill = FALSE, col = 1, plot = TRUE, add = FALSE, namesonly = FALSE, 
    xlim = NULL, ylim = NULL, wrap = FALSE, resolution = if (plot) 1 else 0, 
    type = "l", bg = par("bg"), mar = c(0, 0, par("mar")[3], 
        0.1), border = 0.01, ...) 
NULL
Just because there are ellipses does not mean that ylab is an appropriate parameter. If you type map you'll see the function. Go looking for where the ellipses are used and you find

polygon(coord, col = col, ...)
lines(coord, col = col, type = type, ...)

So how why would these functions take a ylab parameter, they are for use within a plot. You have to remember that each function will only do what the author has programmed it to do.

So if you need to put a label somewhere you could always use mtext(side = 2,line = 1,"A label on side 2")

Tom