They have strong pagan tie-ins, even though most of the labyrinths people encounter are originally from the Catholic church. Chartres labyrinths are named after the first known labyrinth in this design
inlaid in the floor of the Chartres Cathedral in France. The Chartres Cathedral is a Mary Church, meaning they really had a thing for the Virgin Mary. The church's popularity was probably because before the Christians took over, the pagans in Chartres had a shrine to the "Black Madonna" at that site. That's why the church was built where it was in the first place, to supplant one church on top of another. The rose shape in the center represents Mary.
The single path leading in and out represents pilgrimage and life's journey, true, but it also represents death and rebirth (born-again in Jesus), as well as insemination and birth (the creative power of woman and womb).
But wait! There's more! They think this was designed to be a kind of lunar calendar as well. Every one of the half circles on the outer circle apparently correspond to the movement of the moon as it shines through a window in the cathedral. They used this calendar to determine Easter. At Easter, they think the monks used to do a circular dance inside the labyrinth using colorful ribbons and balls, which hearkened back to a pagan dance (maybe May Day kind of thing). I keep saying "they think" because all records of the labyrinth were destroyed during a crackdown on pagan practices in the church during the fifteenth or sixteenth century.
There's lots more, and about other kinds of labyrinths, but I've obviously gone on too long already. :)