I had a catapult and a trebuchet which I upgraded all the way throughout a game to cannons, then to artillery, and finally to mobile rocket artillery. In the unit description, it says Mobile Rocket Artillery do not require any setup to fire. This is only partly true.
First, I cannot use "B" hotkey to tell the MRA to fire on a location without first using "S" to set it up, which is exactly what I'm not supposed to have to do, and setting it up consumes one of its movement points. However, the MRA can fire without setting up if you right click on the enemy target. Unfortunately, it doesn't fire from its location. Instead, it goes all the way into melee range to attack. When ordered to attack cities, it moves to adjacent tiles to attack. This defeats the purpose of it having any range at all.
Ordering it to attack a target by right clicking on the target of course uses all the movement points needed to get to the target and attack it, but it does not use one of those movement points to set up.
Edit: I've read other people on other sites mention this bug, and I should note that in the game, I never purchased MRAs directly and tested those -- that's why I mentioned that I was using upgrades. It's possible that I was only experiencing this because I upgraded them from artillery to mobile rockets and they "carried over" their set up.