(Add-on: I just went to get a screenshot, and noticed a centurion doing the same. So it's not just freighters with blind pilots)
I think they are trying to get to stations on the far side....although I'm not sure where they're coming from.
Screenshots:
EI100 Stuck on South-East wall of Arena:

Centurion Stuck on South-West wall of Arena (Full screen screenie this time):

As well as being a mild annoyance, this could be a hazard in Arena battles if you are using a Morningstar. (If the walls still let some things through. I have yet to try the arena in RC2).....and maybe lead to an arrest for piracy. Although changes between RC1 and RC2 might make that less likely (again, I'm not sure)
Perhaps some kind of system could be added in RC3 or 1.0 so that AI ships avoid the walls? Possibly some kind of zone outside the wall that sends a trigger for the AI to change the route-points? I'm not sure how this could be done, but these Ai ships appear to have some seriously stupid pilots at present
