When a Sales order is entered, a transaction number is not allocated to it until you click the Save Action Button.
If there is no Transaction number then the order has not been saved.
Once the Transaction is saved, only then will Auto Warehousing commence and start generating Shipments for the Saved Orders based upon the Rules on the Site Table and the Auto Warehousing Task.
If the sales order has been saved, and then modified auto warehousing will kick in again and create another shipment for the modified/additional lines.
If you click on the Pick Action button after you Save the Sales Order, Auto warehousing will not generate a Shipment for this sales order as you have manually generated the shipment.