We need a little more info than that.
Are your songs mp3 or aac/m4a? When you right click one of your songs that shows no rating in GMMP and Edit > Tag Inspector, do you see anything related to rating?
An example of mp3:
An example of aac/m4a:
Also, would it change anything if you do a completely rescan in GMMP?
Note that GMMP scans only newly added files by default, so you have to go into the setting for scanner to uncheck that option.