This message is displayed when there are no carriers assigned to a zone at which your selected country resides. Please note that in PS, you have to select Zones for which the carrier will be available. And you have to make sure that the country for which you provides shipping are in those zones.
Lets say you have two carriers A and B and also consider Pakistan, which is in Asia. Now, if no carrier has Asia zone, then for Pakistan, you will get that message.
Now if you have assigned carrier A to Asia zone , then only A will be displayed to Pakistan.
And if you have assigned carrier A and B both to Asia zone, then for Pakistan, both will be shown.
I hope this will help.
Thank you