I'm not sure if this is considered a bug. If you have a building blueprint selected and you right click the blueprint will be canceled and your constructors will receive a move order. I think the constructors should not receive a move order in this case. Right click should cancel the blueprint without other effects.
Well, since the ONLY way of moving something is right clicking, you'd be screwing yourself over. If you don't want to cancel, just don't right click.
It sounds like you're actually overriding the build order with a move order, so the engineers should move.
In this situation I have not yet given a build order, there is just a structure blueprint on my cursor. I don't know of a common term for this. Another way to say it could be that the selected command is 'build structure'. Actually, in general if you have a command selected I think right click should just cancel that command. Currently if the selected command is 'build structure' then right clicking cancels the command and also gives a move order. You can currently cancel a selected command with Esc, the only other effect of this is to toggle the menu. But Esc is inconvenient to press compared to right click.
I agree with this, right clicking should cancel potential orders for convenience. However, in the meantime, tapping shift works for me.