NOT A BUG!
Neutrals are the same as every other empire except they can not colonise outside their system. They will attack outside the system.
They will also not colonise different planets that are not their type eg rock to ice.
they also have very limited tech levels.
I saw this happen before in the past. The neutrals used to be quite active and often would send ships exploring all over the map. I complained about it many times and I thought it was fixed. It hasn't happened in any game I have played in months. You ought to send a savegame to MM with an explanation of what is going on. Maybe they can find something in your settings that explains it.
Not a bug: every once and a while a neutral's ship's orders get changed via a third party intell operation. At least, every time I've seen this I've jumped into the neutral AI and seen an 'orders changed' message.