Hi, @mdingle !
There could be a couple reasons for this. How do you currently have your shipping set up? If you want to offer Free Shipping on all orders, I'd recommend setting up one shipping zone with every country that you want to ship to. In that zone, you would add a $0 shipping rate on all orders above $0. It would look like this. Usually, the reason for this is that the conditions of the cart don't match the conditions of any shipping rate.
When I went through the checkout to test this I was actually prompted with the free shipping rate. So, if you already have this set up it could also be that the location you've added isn't included in your shipping zone.
Hope to hear from you soon so we can continue troubleshooting this together!