Yes, this is definitely not possible if you only have one MS connected during the DT. The Mobile has to be in dedicated mode before HO takes place. But the channel has been released, so the MS is in idle mode at this time.
But if you have two MS connectred during DT, you might be looking on the ALL MS tab on your layer window. Then it is possible to see such order of messages in one window. MS1 might be released but MS2 is still dedicated and received the HO command but fails.