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.