I think allot of people would appreciate that behavior from ships on automation.
It would make sense and you would not feel inclined to babysit ships that travel outside your scanner range all the time.
One question... does Sentry activate if a pirate comes near... I remember that it only reacted to "enemies", but that might have changed recently though?
**EDIT**
Nevermind... I was thinking of the Guard command and not the Sentry command...