In general, not having scores should not make a difference in admissions.
However, high scores (4 and 5) can serve as a "validation " of good grades and strengthen the academic profile of a student. Because so many schools practice some form of grade inflation, this can indicate that a student mastered the material. As a general rule, you should not submit scores of 3 and below. They do not add to the strength of an application.
As mentioned in posts above, at certain colleges, many applicants will have taken AP classes and will be submitting scores.
If your school didn’t offer AP courses, it’s understandable that you would not submit. You are not expected to self study.