The explanation seems to be simple: When the Supply UFO lands, you do not lose track, thus there is no such a message. And, because you never lost track, there is no message about it beeing detected when it starts off again.
This happens, because there was never a decision made what to do when a Supply UFO lands. Should it create a battlescape mission? Or not? Should a landed Supply UFO reveal the location of an alien base, if any? Or not? Should we do something else? Or not? Will someone code it? Or not? Life is hard these days
To be honest, it is somewhat tricky. If the ship lands to supply an existing alien base, the map shows the UFO inside the base, so creating a battlescape mission at the surface would be inconsistent. While, if the UFO originally lands to start building a base, there wouldn´t be a hangar at that point. And iirc, Supply ships do other mission types as well.