Core Magento does not allow you to use gift messages on a order if the order only contains virtual products (a 'virtual order'). This isn't a bug it is simply because you can't gift wrap a virtual product(s) so it doesn't make sense.
However there maybe a time when you wish to use the gift message functionality for another purpose, and having this message for a virtual order is appropriate. For this case this module will show gift message functionality for all orders, regardless of the items in the order. (The core configuration setting "Gift Messages for orders" must be enabled as well).