It's possible that your products are not set to 'physical'. Each product listing (or variant listing, if you use variants) has a check box that states, 'This is a physical product'. When this box is unchecked, Shopify assumes it has no physical properties and therefore does not require shipping. I would check this first. If the box is checked, and the issue is persisting, you may want to reach out to Shopify support for assistance.