I was just noticing for the first time that if a ship tries to reach something directly across the grav well from itself, it first flies straight at the planet and then slowly turns to get around the planet in close. I would think that it would make more sense for the ship to start on a gradual turn around the planet, especially for cap ships which aren't all that nimble to start with.
Note: When I noticed this, I had jumped a Kol into a grav well to clear it of pirates for colonization and it auto-attacked the closest pirate which was directly across the grav well.