Enemy planes sinking neutrals?

[Khayman]

My base was attacked, yet again (though this time I shot out of the pen at flank speed and dived). Anyway, I noticed that as well as sinking four German ships there's a wee grey one;



Later I was being harassed by aircraft while trying to sink a ship. Again some grey sunken ship icons appeared, right in the path the aircraft were taking;



Am I right in saying that the grey mark on the map indicates a neutral? If so then why are the Allies sinking them?

Btw the weather was sunny, clear and fine. So they weren't going down due to high seas.