(One of) the whole point of general relativity, is that the coordinates we mathematically use are just "labels", that can change and live on a curved surface. But at some point we have to compare the computations to actual empirical evidence using physically observable distances and time. But in my experience this step is rarely made explicit, and at some point in the computation we implicitly transition from "mathematical" coordinates to "physically observable" coordinates.
This is a general question, but I have a specific example in mind: the mercury perihelion. For every derivation I saw (for example this one but I also quickly read through the original Einstein one ) they use spherical coordinates and the Schwarzschild metric. The coordinates are $r$, $\phi$ and $\theta$. But those are just labels, they a priori don’t have a relation to the radius and angles we observe from earth. However it seems the final $\phi$ difference computed is indeed what we observe. In other words at no point it is justified why the label $\phi$ and the actually observed angle we observe from Earth correspond.