Hi,
If you enter your threshold in the "minimum price" setting of your shipping methods, then they won't be available on the checkout if that minimum is not reached.
And in that case, on the "shipping" view of your checkout workflow, you'll get an error message saying that the amount is too low and it will block you from proceeding.
Supposing that your setup these minimum prices and you can still finish the order, I suppose that you must have removed the "shipping" view from the "checkout workflow" in the HikaShop configuration, and in that case, even if there is no shipping method, the system will let you finish the checkout.
So please check on that.