First off, this game has a fair few mods installed; I can provide a list (and a save file) if needed, but suffice it to say it's a Bob & Angel run with LTN and a few more odds & ends added. And while I eventually realized that I can't control the drones without the personal drone port, I don't know why they started chasing the train.
So, my tale starts as I had just finished placing down some blueprints at an outpost and deployed my drones for them to build it out. Instead they all took off heading northeast. They hit some obstructions (Oof!) and I collected them all up. I then just deployed one and followed it to see where it was headed. It started out heading northeast, then would slowly drift until it was heading southeast, then it cycled back to the northeast. I followed it along (occasionally rescuing it from some blocking terrain) for probably about 50 or so chunks until it got into my main base area. While in there, it kept switching from going north to south.
I was trying to figure out what the heck it was trying to do when I noticed one of my trains going past as the drone switched directions. So, I headed out to the train station (with the train stopped) and deployed the drone. It just milled about until the train left the station. It then bee-lined it after the train. No one's riding in the train - it's a single player game, and I'm trying to keep up with the speedy little devil on foot w/ no exos.
I exited the game and went back in, and the drone still wants to follow the train. So, the next thing I tried was deleting the train and rebuilding it. Sure enough, the drone stopped trying to follow the train, however, now they were just idling. They didn't follow me and they didn't work on any construct or desctruct orders - they'd just wander around near where they'd been dropped. The same would happen for newly built drones as well.
Then, I realized I had just recently switched out my armor for Modular armor. I switched back to the original light armor and it started working. I tried it with no armor, and the drones stopped working again. Then I realized, of course, the light armor's got the personal drone port. Unfortunately, the drone port isn't compatible w/ the Bob/Angel armors, so it looks like I'll be stuck in the light or heavy armor until I get real bots up & running.