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Which country are you playing? Which campaign? What year did this happen?
The reason for this "Spanish Inquisition" is that Britain might receive some Convoy Escorts as part of the British-USA "Destroyers for Bases" deal in 1940... at least, that's how I would have scripted it...
So if you're playing UK, in the 1936 or 1939 scenario, and suddenly got some Convoy Escorts in 1940... I'll bet that's the reason... "Destroyers for Bases".
I would say you have auto manage shipping and some of the escorts that were used as convoy guards came back to the pool due to cancellation of a shipping route.