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Do you have patch 1.02 installed?
 
Have you saved the game between loading them and trying to move them?
 
para problems

Same problem here, but it seems to be fixed for 1.03 so I guess we simply have to wait for the patch?
Wierd thing though: (Re-)Loading the paratroopers on their transport-planes does not delete the units, but they (also) stay in the country they were loaded on the planes. Paradropping the loaded ones and then simply selecting the "correct" units or the "ghost" units -> CTD!

SUZI
 
There are still a few bug with paratroopers which will hopefully be cleared up in 1.03.
For now try and avoid saving a game when you have the paratroopers loaded in a plane.