Hi,
This means that you have restrictions on the shipping methods which prevent them from being used with these products. It could be the weight, it could be the dimensions, etc.
Note that an option is seen as an extra product by default. So if you have in the cart one product with 2 options, the shipping system sees 3 products in the cart. So if you set a "maximum quantity" of 1 in your shipping method, it won't appear in this case even though, from a user perspective, there is only 1 product in the cart.
Note that you also have the setting "Group options with product for the shipping price calculation" in the HikaShop configuration page which might help with this.
Also, if you're wondering why a shipping method doesn't appear on the checkout when it should, disable temporarily all the other shipping methods and access your checkout. You'll see an error message explaining why the system can't use this shipping method.