I am assuming it is an intended feature that if you begin a construction without adding any materials, the construction goes away.
If you, upon starting a construction, allow your character to walk up to the sign... you may, just as he/she is touching it and the sign is appearing, 'cancel' the window coming up by moving elsewhere.
As I said -- it's a tiny bug. But a bug nevertheless. Like those little red bugs you sometimes see on rocks.