I'm not sure if this is a bug, or simply a standard feature of the unit, but when I was playing The Age of Discovery, I was building Missionaries in Europe, and found that I was unable to load them onto ships to travel to America: thus missionaries built in Europe could only be used to attack other (mainland) European cities.

This happened to me as well. You can get around this by keeping your transport ship off the coast and moving your unit in manually. For some reason the load order button doesn't seem to show up for the missionary.

Suggestion for thread name: Missionary Impossible:D