Setting up your costs
What happens when a product has no weight?
The parcel cannot be placed in a weight bracket, so it falls back to the zone's fallback rate and the order is flagged in data health. Nothing is guessed: a made-up weight would misprice every order containing that product without ever saying so.
Weight is one of the fields you own rather than Shopify, so filling it in on the variant fixes both the shipping cost and the flag. Missing weights are usually concentrated in a handful of products, which makes this a short job rather than a catalogue-wide one.
Did this answer it? If not, a person who knows the product will.