It used to happen a lot with older versions of the engine. You could transport units still under construction, or if you selected the factory, the unit under construction, AND a seperate finished mobile unit and gave them all a manual move order (using M), the unfinished unit would begin making its way. You could also bump unfinished units out of their factory much like finished units will bump each other around when moving normally.
I had assumed they fixed that stuff, but I admit I hadn't tested it again in the newer versions...