I noticed that when i build something along a road like a bus stop or a truck station, and on that are goods being transported that all the goods will get removed from the road and seem to vanish.
[edit] Upgrading a piece of road that is on the route of cargo will also make all that cargo vanish.
building something erases all cargo which is transported by foot in the vincinity.
(my guess is, because the game recalculates the cargo routes. but imo this should not happen. please recalculate the routes without deleting the items. just delete them, if no route can be found. this way the player could “catch” cargo that is already on its way.)