I played Ravensburger's Labyrinth with two friends, and we didn't manage to finish the game.
As far as I can see, you can never effectively move your piece more than 2 steps during your turn (step 1 by shifting the space you're standing on, step 2 by making your step). With 3+ players, you also can't limit what shifts your opponents make in any way (with 2 players, you could shift a row in one direction and then your opponent can't shift that row in the opposite direction that turn; with 3 players, player A shifts a row, player B can't reverse it, player C can).
Assuming all players always prefer to prevent an opponent from winning the game next move, how is it possible to finish the game? I assume that if you wait until 2 players are positioned close to their goals, then eventually a situation might occur where the deadlock would be broken... but that's a rather tiresome conclusion.