http://giant.gfycat.com/RingedFrayedGarpike.gif
As you can see, turrets and docked ships stay behind when you enter the tunnel warp effect. The docked entities don't receive the warp effect either.
On arrival the docked entities reappear on your ship.
Visual effects such as plasma cones, beacon flares, and logic conduits seem to be left behind while warping as well.
The nav markers of the docked entities stick on your ship so this is only a visual bug.
NOTE: Issue is old but the same applies on rail docked entities