The issue is that those zip codes also exist as valid zip/postal codes for some other country. So 27107 exists in France, for example.
So you need a "ShipCountry" field with a geographic role of country on your level of detail in order to resolve the ambiguity. You can't just set the location globally because you have two counties involved. If you don't have country in your data source, you might be able to create a calculated field based on the format of the zip/postal codes.
It's possible that adding country to the view may stop the lines from displaying for shipments between US and Canada, though (I always struggle with the Path shelf).