It means if you have, say, Fortune or Invisibility, then you can't keep them up while embarked. So when you get shot down you don't have the buff up. Unlike last edition where you could benefit from things like Prescience even when someone destroyed your transport and assaulted you.
There's also the whole randomness aspect which wasn't present before.
That's fair enough, but on the other hand, Fortune or Invisibility wouldn't help you any when you were shot down anyway. Str10 AP2 autohits for dudes inside Flyers, I believe?
Randomness is indeed a big new factor, as is being able to Deny said blessings.