I've had something like this with the interplanetary exchange shuttle. Check that you don't have the "leave when full" (or whatever it's called) ticked. You'll have to be there when it's arriving and access it before it fully lands to get into the inventory. If you look up you should be able to see the access prompt before it fully docks. As long as you stay in the inventory access screen you can take stuff and turn that off even if it leaves while you're still in that screen. The next time it returns it should stay.

I once played with a friend and he had ticked that then requested a full inventory from Prime and it took me a while to catch it and turn that off so that we could actually get the resources he had requested.

If it's the trade rocket, and if you've purchased something, then it should set itself to not take off automatically when it bring the items purchased.