i've actually seen it as well, though only a few times (i've only seen them go vertically up from the gravity well plane). generally a quick fix if it is your own ship is to simply phase jump them into an adjacent gravity well. if it's someone else's ships though, just take advantage i guess.

This has been observed seemingly at random since practically the beginning of Sins, maybe even the beta. (I think) We don't really know why it happens, but it doesn't have to be pirates, even player ships have been observed doing this, in all versions of the game. There is a modding error that can create this as well, but only with strikecraft. In your case, just be glad those pirate ships are going nowhere anytime soon, and even once they reach their destination they can't hurt you (some people have even got there ships to other gravity wells without using phaselanes, yet the game thinks there are still in the original gravity well, so they can't attack anything). Hopefully that equals one pirate raid you don't need to worry about.