Craig, this is an issue with Moneydance Budgeting that all of us are complaining about. For some odd reason, they don't have Moneydance coded to pickup any payments or transfers to other accounts. The Budgeting feature will not pick up any transferred amounts as you would have from your checking account to a loan payment or asset. Bummer, right ?
But, there are some work around's. Checkout the methods on this post.