Plenty of moves do take place by rail - any particular move will be assessed on its own merits. ISTM that whole trains will often gain economies of scale, all the new LU S stock has been delivered by rail, and the new 387s, 350s etc recently.
Individual coaches (or small units such as 456) are most likely cheaper by road, so there most likely will be a cut off point where rail and road costs cross over.
Units such as 458/5 conversions have been split to go to different works for different parts of the conversion, on the other hand even if they were complete units they are DC only, so have to be hauled. Many DMUs such as FGW's Turbos are making trips to and from remote works on their own, as did the Scotrail and TPE 170s moving down south.
So really you cannot generalise. Some moves are hauled, some go it alone, and some get carried on trucks.