Back in SC4 this happened in Training. I went to air grab with Taki on Setsuka. The grab animation on Setsuka continued and Taki fell to the ground lol.
This is glitch that was found at the beginning of the game. You can't break the grab, but aganist a few characters Natsu for some reason will ring her self out instead of the opponent. I think it has something to do with the height at which you do the throw.