Why does balred produce extra zeros at high frequency?

This question can be illiustrated with Matlab's own documentation:

Matlab documentation for model reduction

Look at the graph showing the various reduced order models. They each have this flat section at high frequencies that I've marked with a question mark.

The original model had more poles than zeros. The reduced models have the same number of poles as zeros and these extra zeros do more harm than good. I even manually removed them and the effect is that the high frequency behaviour matches much better. So what's the reason balred adds these zeros in?