AX 2012 Start a production order, status is created. Pegged supply production orders and purchase orders not created

If I have 'Pegged supply' or 'Vendor' BOM lines, when a production order is Estimated, production orders or purchase orders are created.

If I create a produciton order and Schedule the production order (skip the Estimation step) production orders/purchase orders are created.

But if I create a produciton order and Start the production order (skip the Estimation and Scheduling steps) production orders or purchase orders are NOT created.

Is this a bug - or have a missed a parameter somewhere?

Thanks

Tim