Your autopilot tries to fly to your target in a straight line. If there is a planet between you and your target, the autopilot will happily try to fly through the planet, crashing you in the process.
If you don't want to risk crashes because of high gravity or other mishaps that could confuse your autopilot you should always land using time acceleration at least at level 2. If you don't watch it too closely your autopilot definitely performs better.