DataFrame.to_latex() does not have LaTeX caption and label support
xref [PR25339](https://github.com/pandas-dev/pandas/pull/25339)

LaTeX captions and labels are not supported in `longtable` environments produced by `DataFrame.to_latex()`.  Having this would mean further automation of workflow when writing LaTeX reports containing tables whose data resides in a dataframe.

`DataFrame.to_latex()` could also be enhanced to produce a nested `table/tabular` environment containing the caption and label provided by the user when `longtable=False`.