There is no problem. You can just continue adding the domain to your account.
Please note that setting nameservers and setting NS records are not the same. If you lookup NS records for a domain, you will see the NS records returned by the configured nameservers of the domain. These should match the nameservers being used, but the NS records may be different or missing entirely with no impact to your domain name.
Your domain name is pointing to our nameservers, but no DNS records are setup for your domain in our servers. To fix that, simply continue adding the domain to your hosting account.