Bit of oddness.
Built my first troop transport, flew a fleet to the planet I'd built it on, but when I hit 'Modify Fleet' I couldn't add the transport to it - there was no addition button.
So, I finished modifying.
The transport ship itself had a create fleet button. So, I just rebuilt the fleet with the transport as the starting point and it worked fine.
If I get a chance after this weekend (con weekend, have to help the wife with stuff), I'll see if I can't repeat the incident.