Hi,
The UPS shipping method require the user address in order to get the shipping rates from UPS servers.
If you display the "shipping" view of your "checkout workflow" on a step which displays before the user is logged in, it's normal that the system doesn't find valid shipping methods and display an error until you login/register.
In that case, the proper solution would be to modify the checkout workflow to have the shipping selection on a second step, after the login/registration on a first step. But if changing the text of the error is fine with you, then that's ok as well.