It's the first time I have ever seen an escort do that.
Now one thing I have seen before is if you hit an escort badly, but not sink it, it will disengage and go re-join the convoy, or sail away. I don't know why it does this - either a game bug or perhaps it is programmed in AI that if it takes major damage to disengage.
I don't think I hit this escort before so I don't know why it would not chase after me. I figure after sinking 3 of his buddies he was afraid to come after me!
Steve