Unfortunately, they are still two different buildings but with using the multi-select tool you can move the buildings as one unit.
But you'd still have the problem of placing the buildings together... how do we allign one to the other?
Listen to me tale of woe, matey.
Imagine you have made a building. For no reason. At some point you start to build a shape and you come up with something nice. "Oh! That's lovely!" you think "I'd love to make it a station for a coaster!" so you save it as a blueprint and you tell yourself you're going to try make a coaster out of it, next thing tomorrow .
The day after...
You select the blueprint, enter edit mode... and then go to the coaster ride to place a ride in it, connected to the building, like it happens with shops. But... you select the ride tab and the selection goes away? You're out of edit mode and you're simply placing a station somewhere, freely, with no grid constrains and no connection with your building. Why? Shops don't behave like that... why coasters do?
What do you do at this point? Well, you place your coaster station somewhere and you try the other way round, you take the building and...? You meaninglessly shake it at the station. Nothing. She's not impressed. You press the station's "Start Building on station grid"... so you have now created a new building (with nothing in it, yet)... if you place something it will obviously allign perfectly to the station. Good. You can see the building you deployed nearby... you
slowly move the cursor toward the building,
very slowly, out of hope the game doesn't realize you're actually going to click on it. But nothing... as soon as you click on your building you exit the edit mode of the station's building... and enter edit mode of your deployed blueprint.
"Oh, but of course!" maybe you need to select "Start building on station grid"
before you deploy the blueprint... so it will deploy the blueprint inside the newly created building (or in some way linked to its grid... which means linked to the station's grid) You think. But no. As soon as you select the "My Blueprints" tab you're thrown out of edit mode...
What's left? Nothing... you deploy the building, build a station and then simply try to very slowly and very painfully allign the two things... and it might work only if you do not require a super-precise allignement. Those aren't the most precise controls ever, all depending on perspective and distance... perhaps you find that the building doesn't want to allign to your station at all. Right before you start thinking suicide would be a faster and much less painful solution, you remember there is that nice "Reset rotation" button inside of the "advanced move" menu... it seems to align all pieces to some base set of absolute coordinates. Good idea. The station does not have an "advanced movement" button, tho.
After a long time spent kicking the keyboard around the room you find a way to cheat this. You first tell the game you want to "move the station" as usual... you do that by pressing "M"... then all of a sudden you click "X" to go to the advanced movement. It works! Now you can click the "reset rotation". Good. The station rotates... or doesn't rotate, if it was already alligned to these absolute coords.
Blueprints are easier, they do have the Advanced Movement button... and when they enter this mode you can use the "Reset Rotation" button... except.. the "proper orientation" for a large group of objects (such as a complex building worth saving as blueprint) is apparently recalculated... so they might allign to those coords by rotating in unforeseen ways. Pressing the "reset rotation" might not work at all to allign them to something else, even tho both have undergone the "reset-rotation" routine.
What do you do at that point? Probably you come here on the forums to see if there is a solution you've missed... or to suggest the devs to work on some feature to avoid all this
