As Rishi mentioned, these error will never come while loading data from ant commands because these files do not have entry in ofbiz-component.xml . Also these files are only used in method createProductStoreWithDefaultSetting in SetupEvents.xml . These files are not made to imported directly from https://localhost:8443/webtools/control/entityImport .
Actually in createProductStoreWithDefaultSetting method, productStoreId will be generated dynamically and stored in variable PRODUCTSTOREID. And in code
<ProductStorePaymentSetting productStoreId="PRODUCTSTOREID" paymentMethodTypeId="CREDIT_CARD" paymentServiceTypeEnumId="PRDS_PAY_AUTH" paymentService="alwaysApproveCCProcessor" paymentCustomMethodId="CC_AUTH_ALWAYSAPPROV"/>
productStoreId="PRODUCTSTOREID is not a value itself but its expected to take value from variable PRODUCTSTOREID and assign it to a field productStoreId of ProductStorePaymentSetting table.
When you go to https://localhost:8443/ofbizsetup/control/main , you can set up store with all the default settings. For this purpose, ProductStoreData.xml file have the template for creating the store.
Now to address the original issue, we can use NEXT_DAY_AIR instead of NEXT_DAY in ProductStoreData.xml. NEXT_DAY_AIR have entry in ShippingData.xml