I just encountered this in my own game, I moved my astronaut sim to a new home, and so I bought a fresh rocket to build. But it has no interactions available on it when you click it to start building the ship.
EDIT: I think I figured out what the issue is and I've uploaded a mod to fix this on my site. If anyone on PC/Mac who is OK with using mods wants to check it out, you can find a link to my website in the Hero approved mods thread.
Info for people on console who can't use mods – I managed to work around it with the Tech Support NAP from Eco Lifestyle active in the neighbourhood, so when visiting NPCs appeared, they autonomously went over and unpacked the ship for me, so then I could continue building it. The rocket at GeekCon works for running space missions and at the Scientist career lab, you should be able to build a rocket there too.
Info for EA – the interaction to start building a rocket contains a test for running festivals to determine whether or not to apply the 1000 simoleon purchase cost (it's free for the science lab and at GeekCon). When the test runs against all festival drama nodes, it doesn't seem to like the Cottage Living Finchwick Fair sub-contest drama nodes, which have no attribute for festival street.