It means your ships had nowhere they could legally be after the war ended, so they are making their way home individually.
When a war (or access treaty) ends with your ships in a now illegal position, one of two things will happen. If they can move to a legal system, they will travel to it on their own. You won't be able to control them until they get there, but it's usually very quick so hardly ever an issue.
However, if there are no legal systems to move to (happens most often with hyperlanes, if the system and all connected systems are now blocked territory), they go "Missing in Action". They will slowly make their way back to your Capital and reappear after some amount of time. The tooltip over the fleet will tell you when they are due to arrive.
A science ship going missing during an investigation is an event, and not related to military ships going MIA after territory access rules change.