When the opponent gets down to a few or one planet, it will start doing stupid things with the death fleets that it has almost always accumulated by then. If you attack, it will frequently move the fleet!
Usually, this is to a former colony of the enemy that you destroyed completely but did not take over. Sometimes it is to attack one of your colonies, and frequently I see death fleets leave the last colony they are defending if you engage in battle and get rid of all of your bombs (they will "retreat" after your bombs are gone, even thought there are 35+ turns remaining in the combat, and even though there are no colonies left to retreat to, and even if they have a superior force).