This can happen, if you have not assigned a common shipping method to all products.
ShopFactory displays all the shipping methods which different products a customer is purchasing have in common. But when a customer purchases multiple products, and these products have all different shipping methods applied to them, it does not know which shipping method to select.
This is why you must have one shipping method in your shop, which applies to all products.
To allow for extra freight costs applying to a specific products you can simply assign a handling charge directly to the product.
This handling charge will then be added to the shipping charges to cover the extra shipping costs for the specific product.