In Martin Hairer's theory of regularity structures, transport maps relate local solutions of stochastic PDEs and allow to construct extended (global) solutions on a flat space or on embedded submanifolds. In a work in progress with Sara Azzali, Youness Boutaib and Sylvie Paycha, we consider jets of sections of a vector bundle and interpretate the transport maps as direct connections on an associated Lie groupoid over the base manifold. This idea is coherent with Nicolae Teleman's generalization of the usual parallel transport induced by a linear connection on the vector bundle.