INDEX MATCH works for some cell not others

[rogrand]

So, I thought I somewhat mastered simple INDEX MATCH FUNCTION. The function works for some and not others cells.

I use: =INDEX(Helper!B:B,MATCH(B2,Helper!A:A,0)) and do the ctrl + shift + enter

Worksheet "DATA" A2 has a #NA but A3 gives me the results.

I checked the logic and the result should be "PALM BEACH MARKET"

Is there an explanation or is this a glitch in the function?

Thank you,