Hi,
In the HikaShop configuration you have the "force shipping regardless of weight" setting.
If that setting is activated, then products without a weight will require a shipping address and a shipping method.
If that setting is deactivated, then products without a weight won't display the shipping address area nor the shipping method selection area.
This has always been the case even in early versions of HikaShop.
So as you suggest, in your case, you would want that setting activated, and the have a free shipping method for the digital products. You can do so by creating a warehouse via the System>Warehouse menu. Then, in each digital product edition page, select that warehouse in the warehouse setting. And in the free shipping method settings page, select that same warehouse.
It should then work like you want.