When you use shipping agents in your customer card, the SO for these customers will default correctly to that shipping agent.
However when you create a warehouse shipment directly in the SO, the the shipping agent is not set in the warehouse shipment. This is important information for the logistics department. They now have to check the SO before being able to ship the SO.

I know this is base functionality and when you combine multiple orders, this might not make sense.
But we are always creating a warehouse shipment per SO and in that case it does make sense to default this value. So please modify this in the software.