I've noticed this on too many occasions racing offline, singleplayer at New York. There is an opening in the wall just before the hairpin (you can actually see it clearly when you load the New York track because the background photo for the track is the hairpin...there appears to be an emergency vehicle parked there). Repeatedly, the AI get turned around and stuck in the opening and will spend an entire race there and never get free. They are not in the way, so they don't cause a hazard.