Why does balred produce extra zeros at high frequency?

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This question can be illiustrated with Matlab's own documentation:
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?
modred_bode2.gif

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