Hi,
I looked at your checkout and I don't see a way this would happen.
It's potentially possible to create an order without an address. For example, if you remove the "login" and "address" views from the checkout, but that's not the case on your website as far as I can see. Or if you create the order from the backend.
So you're saying it happened only for one user and all the other orders are fine, is that correct ? Could you open the details of the user in HikaShop ? Do you see addresses linked to him there ?
Do you have mass actions ? A mass action could potentially remove the link between an order and an address.
Do you have custom plugins or third party plugins integrating with HikaShop ?