No, it just means that there are no results for intermediate and output channels for your baseline selections. This is how it is intended to work: your baseline selections are just to create baseline splines which are then used in the baseline subtraction process. After that, you don't need to calculate ratio channel etc values for your baseline selections, and masking just makes this impossible anyway.
So, short version: this is entirely expected behaviour and you don't need to worry about it.
But if you have any more questions about it, please feel free to ask.