What Happens If No Shipping Rule Matches an Order?
If no shipping rule matches a recipient's address and cart value, the shipping cost for that recipient will default to $0.00 - meaning shipping will be free.
To avoid unexpected free shipping, make sure your shipping rules cover all the locations and price ranges relevant to your store. You can use open-ended price ranges (with the infinity toggle) to ensure a rule always applies regardless of cart value - see How to Set an Unlimited Price Range.