There are several ways shipping can be added to an order and below we will explain the differences.
Using the same address for billing and shipping
Creating an order without specifying the property options.allow_separate_shipping will not have the shipping section of checkout visible and the shipping_address of the completed order will always be the same as the billing address.
With this order configuration Klarna Shipping Assistant (KSA) is disabled.
As a merchant you can provide Klarna with shipping_options you want to present to the consumer. These are sent in using the property shipping_options. This will enable Klarna Shipping Assistant(KSA) which will present a shipping selector in the checkout where the consumer can select a shipping option and the cart will be updated automatically.
Allowing separate shipping & sending shipping options