I noticed something similar when I played last night. First two unescorted merchants and then another one a bit north, all having the same course. A bit further north though there was a very large convoy also on the exact same course north! I'm thinking that perhaps they left these slower ships behind or something like that, don't know if that be the case.
Fun note: When I was engaging said convoy a pair of unescorted US merchants appeared and got blown to hell by the convoy's cruisers and DD's!
Truly a whole mess of unescorted ships and the reason to why you shouldn't send such!