I was trying to stage in a wrapper script from my local submit node to NERSC and I tripped on this issue.
I had setup my NERSC scratch location to be accessed with SCP and specified my executable as stageable.
Pegasus transfers attempts to transfer the script from NERSC's local file system instead from my local submit node.

I'm not sure that this is a bug exactly. I think the transformation catalog is missing the information of the staging location.

In order to replicate this I have attached a workflow generator that reproduces this behavior.