It is clarified in Larry Harris Tournament Rules.
To use an example…
Germany has ships in SZ7.
UK builds a ship in SZ7 on their turn.
When Germany’s next turn comes around, they must either LEAVE SZ7 7 in Combat Movement (even if they do not move into new combat) OR they engage the UK ship.
There are also some interesting elements of this that impact BB’s and what units can land where frm Transports.
You can read the revised rules at this link…
http://dicey.net/revised/viewtopic.php?t=92
The part that deals with this is about half way down.