hmmm, that is ever so slightly odd, yes
Possibly you getting your boat blown full of holes is another of those Polish shenanigans like the "attack" on the radio station at Gliewitz that started this whole mess in the first place
Nevertheless, it is extremely inaccurate historically but given the scripting limitations of the game, I'm afraid that sort of thing cannot be entirely avoided...
and what were you doing chasing after a convoy that was reported as neutral anyway...at this point in the timeline you should still be following the prize rules as set by the London treaty of 1936