Hello,
Even if you do not have "shipping zones", that type of shipping exist and that is why there is an entry for shipping zones when you configure the zone restriction of a method.
Since the loading of the sub-elements is dynamic, it is not possible for the system to know in advance if it will be empty or not (or it will cost extra SQL queries, more CPU, etc).
And because HikaShop do not use nameboxes for the zone selection, it is not possible to compare HikaMarket and HikaShop interfaces.
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.