Can not set the rally point when camera is behind the building

[s1tomsk]

Simple explanation in two screenshots:

[k776]

Probably because the buildings bounding box (it's selection area) is in the way.

[vts]

Try enabling the bounding box outlines (press Alt+D ingame and check the checkbox), and see if green and red box outlines show up when you're trying to set the rally point when the camera is behind the building. That would mean that the building is being selected, as k776 noted.