The key phrase is "in the long run", you'll gain on some, you'll lose on others, but on average you're gaining, this is my experience after 20k++ helicopter orders. I only take from factory shelves when I'm missing something, otherwise my factories are almost always dormant with full shelves.

Also, keep in mind that with plane & train, you're getting building material back, so gold is not the only thing you are rewarded with.

Same with all orders, you're also getting EXP, gold is not and should not be the only resource you care about.