Why is the shipping zone data not generated/used by plugin?

I have this code in my functions.php which displays Shipping Zone Name for all orders in the Admin Order Dashboard – refer screenshot https://ibb.co/GWqLgxF

// Add column display for shipping zone data on Admin Orders Dashboard
// 
// Add a Header
function filter_manage_edit_shop_order_columns( $columns ) {
    // Add new column
    $columns['shipping_zone'] = 'Shipping zone';

    return $columns;
}
add_filter( 'manage_edit-shop_order_columns', 'filter_manage_edit_shop_order_columns', 10, 1 );

// Populate the Column
function action_manage_shop_order_posts_custom_column( $column, $post_id ) {
    // Compare
    if ( $column == 'shipping_zone' ) {
        // Get order
        $order = wc_get_order( $post_id );

        // Iterating through order shipping items
        foreach( $order->get_items( 'shipping' ) as $item_id => $shipping_item_obj ) {
            $shipping_method_instance_id = $shipping_item_obj->get_instance_id(); // The instance ID
        }
        
        // Get zone by instance id
        $shipping_zone = WC_Shipping_Zones::get_zone_by( 'instance_id', $shipping_method_instance_id );
        
        // Get zone name
        $current_zone_name = $shipping_zone->get_zone_name();
        
        if ( ! empty ( $current_zone_name ) ) {
            echo $current_zone_name;    
        }
    }
}
add_action( 'manage_shop_order_posts_custom_column' , 'action_manage_shop_order_posts_custom_column', 10, 2 );

For orders that qualified for free shipping, it goes through the Advanced Free Shipping plugin (which is a great plugin!). And all orders that goes through this plugin somehow does not have the Shipping Zone Name.

I’m curious to know how can I make the plugin generate and store the Shipping Zone Name, so that i can create a filter