This gives Google something to crawl.
By putting up a page you have created a website, even if it's just the 1 single construction page and search engines will automatically find it, eventually.
Unless you add a noindex meta tag to your header.
If you buy a domain and never do anything but redirect it straight from your domain registrar then search engines simply cannot see it.
Until of course, you start to post the domain all over the internet. Then they see the link from another site and follow it.
The only way I can see of stopping this is to add a 'noindex' tag each time you post the url but this is impracticable if you are say posting on Facebook and forums etc.
You're going to have to create a landing page and stop that from being crawled. Noindex meta tags will be needed and use the above .htaccess and robots.txt as well.
If you are already getting hits then it's already on the radar so I would recommend adding your domain to GWT and removing the url from it's index.