This very phenomenon occurred to me.

I'm using Chrome: 71.0.3578.98
JAWS: 2019

The HTML structure is as follows, once the field is invalid:

<div id='error'>Error Message</div>
<label id='label1' for='list'>Lorem</label>
<ul id='list'>
<li>
<label id='label2' for='checkbox'>
<input type='checkbox' name='xy' id='checkbox' aria-required='true' aria-labelledby='label1 label2' aria-describedby='error'>
ipsum dolor sit amet.
</label>
</li>

The thing I added was the aria-labelledby attribute so that both labels would be read in the order I wanted to. Without aria-labelledby the checkbox does not get read as readonly. Once I add aria-labelledby the checkbois read as readonly. But only if I navigate to it forwards with the tab-key. If I navigate backwards with shift+tab, readonly is not read.