While we're all speculating:
Do the UAs ever turn up in Merope? I know they don't turn up everywhere, so their absence itself isn't evidence. But if I were sending out probes to scout the galaxy, I wouldn't bother putting them in my own backyard, which I already know all about.
I might be a bit out of date, but I recall people have already tested dropping off scooped UAs Hub-side and Rim-side of Merope, and it reorientates Rim-wards or Hub-wards to face it. In the system itself, the UA turns towards the system star.
I don't think this means the Mysterious Entities that are behind the UAs are actually
in the star, but that the UAs only know to transmit in its direction where the Mysterious Entities would be able to pick it up in passing. There was no expectation that the UAs would ever be in the system itself, so the transmitting to the star in Merope when in the system is a 'bug' from unexpected input

It's also a 'feature' in that it doesn't reveal the exact location of the intended recipients.
[Tinfoil hat]
Of course, if it's the Thargoids, they might be right there but waiting in another spacial dimension (witch space?) watching us scouting the system, fiddling with their probes. Ready to pop out of seemingly "nowhere" when they're good and ready!
[/Tinfoil hat]