Comment 2 for bug 925421

I think the only way this can happen is while the program is starting you unlock it from launcher. This is before the program has actually started, though it'll start soon.

 A good example of this is the software center, as it takes a little longer to start up:

Open Ubuntu Software Center
While its opening Unlock form Launcher

...Icon is removed, then the Software Center starts without adding the icon back to the launcher