This has happened to me several times in various ways
The most common one seems to be if you have a city/stack with a transport, move the transport out, then load units onto that transport from a different stack, and then the first stack that had the transport at the start of the turn attacked. The game stops the transport's movement since its stack is forced to defend, but since the units loaded on never take part in any battle, they move normally.
It may have happened differently, but that's how i recall it (though obviously my attention was elsewhere)