It is likely because of the bias value filtering filters out more loci at 5kb resolution. For the interactions where either one end or the other end (or both) is not within the desired bias value range, the p-values will be NAs. You can certainly filter them out.
If they are too many, I would say look at the distribution (histogram) of your bias values and make sure they look like a nice Gaussian centered on bias value = 1. If not there may be a problem with your normalization