The Rhun region is on the coast of the lake of Rhun, however it does not have a fishing village and capability to have a port.
Not all coastal regions have fishing villages. I believe this was a design decision, though I can't claim to understand what specifically drove the decisions on which settlements get them, and which don't.
I'm no Tolkien lore-master ( and they are welcome to come smack this post around), but I believe that in Middle-earth the appearance of major ports was a lot more rare than say it was in medieval Europe. With the Elves sailing into the west, you almost get the impression that they're sailing to a different planet. My guess is the modding team wanted to make ports sort of special.
Okay, I think I'm going to take back my previous post. I just took a good look at the map in game, and it appears there are only 2 territories that border a major water body without ports. One is E. Osgiliath, which makes total sense (since it and W. Osgiliath are technically the same city). The other is the one I believe you're speaking of. And honestly, there are already plenty of ports in a fairly small area there, so probably developers didn't think another port was needed. Doesn't seem like a big deal to me.
It's not a big deal per se, just an inconsistency. The advantage to having a port in all 5 Rhun Lake coastal cities is trading with the provinces they aren't directly connected to by land. Rhun Lake is a huuuuge lake, really, and trading across it is only logical for any city on the coast of a lake that large.