Stuck, no ship

So I did one test mission some scan a dataport on an allied planet.
Went into a room I wasnt authorised to be in , got shot at died ended up in jail. No ship nothing , all I could do was take a taxi back to a nearby planet which of course was no use.
I had to login to Horizons to get my ship back and then log back into Odyssey and I was then back in the space station I started with the mission failed.

Is this how its supposed to be ? Not worried about failing the mission but its a right faff to get your ship back.
 
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