Hello,
It would mean that you do not have an Itemid for the page you're displaying or the Itemid is not compatible for the URL generation.
Afterwards, HikaShop have a system which can try to find a "related" menu to what you're trying to "link" but if you want to force that menu in the URL ; you can just make a view override for "checkout / after_end" and add the "&Itemid=..." into the completeLink.
Regards,
Jerome - Obsidev.com
HikaMarket & HikaSerial developer / HikaShop core dev team.
Also helping the HikaShop support team when having some time or couldn't sleep.
By the way, do not send me private message, use the "contact us" form instead.