Some anomaly sites are 'heavily defended,' and Survey Ships won't survey them automatically.

Mouse over the 'skipped over' anomalies, it might tell you if they are "heavily defended" which means they have a lot of pirates lurking there.

Also ... I have noticed Survey Ships won't immediately start surveying an anomaly that's been revealed after they've already set course for another, more distant on.

Haha yes, I actually added some strong ship bonuses, and a weak research bonus, to Wormholes in my mod in addition to the base teleport effect, which is much better game balance than simply having a "Will effectively destroy your Survey Ship - avoid at all costs!!!" anomaly type on the map lol.