I'm pretty sure this is because of Defend Local Area. Set them on it in one system, then jump to another. I think it happens when they lose their auto attack target.
Dito, had this happen today too...
I put them on Defend Local Area, forgot to return it to Defend GW, and jumped em to another planet. After dealing with some of the locals that where close they decided to "fly" (not jump) home to their old positions in the previous system.