It is standard behaviour of the system, as you know that the material document generate as a result of Goods receipt, the same will be consider as the reference document only for the goods/service invoice if the indicator "GR based IV" checked in the PO. But the freight invoice is different from goods/service invoice and it would be settling either with reference to PO or Bill of lading not with reference to Goods receipt document or delivery note.
Please refer the attached link (Allocating invoices):
http://help.sap.com/saphelp_46c/helpdata/en/a8/b9920f452b11d189430000e829fbbd/content.htm
