A user on the competitive Overwatch subreddit, Holajz, posted a clip from a match that showed Zenyatta on a payload and was unable to further escort it to the objective.
In the clip, a Zenyatta player was escorting the payload to the first point, then decided to use his Transcendence ultimate ability. Except, when the Zenyatta used Transcendence, it seemingly stopped the payload from moving further onto the next point though he was clearly on it.
Much like some heroes in the game, like Mei or Moira, though the character is fully on the point or payload, when using a certain ability, they will not be able to actually take the objective.
The reason for this is that heroes that are in invincible states are not able to capture or push objectives, but, they fully able to contest the objective if pushed against.
Unfortunately, this is not a bug, but rather a design choice that was implemented in the game by Overwatch developers. That said, it has been a design choice that its community has been fairly mixed about for some time now.
The interaction between objectives and invincible statuses for heroes is also present when using Mei's Ice Wall and Moira's Fade abilities. For Sombra, however, her Stealth ability is unable to either contest or control objectives and is even stated as such on Overwatch's character overview.
Though this design is typically best utilized when contesting an objective, being in the invincible state while taking an objective is often unused. Any time spent away from the objective offers more time for an opposing team to contest it and could decide the game if pressed incorrectly. It's a double-edged sword and can be a game-changer, especially on one of the game's best support heroes.
As to if this design choice will be implemented for Overwatch 2 is currently unknown, though Blizzard is likely to improve on the game from player feedback that has gathered from its community.