Yea, it's actually something that is common to all hangar pets. The AI is still pretty bad despite some of the improvements they made. They really need to make the hangar pet recall ability instantly teleport the ships into hangar bay, or at least really perfect the AI so the pets will fly back to the mother ship no matter where they are or what they are doing when recalled.
It also depends on the map you are in. Khittomer can be awful for having your hangar pets randomly fly back and forth between the two gateways. Really sucks when they ignore your commands and just start attacking the gateway on the other side for no reason. The vault ensnared is easily the worst offender as my pets will fly away and generally never been seen again.
- pro tip. If your pets are behaving badly, and you can get out of combat, you can remove and reequip your hangar bays to destroy your pets.