if you right click on their scout ability it'll turn auto on (you can do this for pretty much everything).

that way they'll always keep moving.

if you mean something to use in battle, then your just gonna have to kepp'em peeled

I would be very happy to see the auto-scouting tweaked so that the scouts would make a special effort to avoid making multiple runs through the pirate base. It's OK if they need to dash through once in a while, but sometimes you have a situation like this:
(E=explored world, P=pirate base, U=unexplored world and the ^ is the scout on auto-explore.
I've added "." for spacing as the forum turned out to be unfriendly to ASCII art using spaces)

E....U
|.....|
E-P-E-U
|....^
U

The scout has started from the top left E and explored through the pirate base to the right-hand E. It has two good options for further exploration, but sometimes it chooses to re-cross the pirate base and explore the bottom left U, which will leave it in very bad shape indeed.

There are similar issues with enemy strongpoints, but in my book it's fair enough not to address those, since players might very well want scouts to automatically visit enemy strongholds even if it gets them killed. The pirate base is a special case because we already know pretty well which fleet is there and what strength they have - and that the scout will struggle to survive contact with them.