Um... they do have collision detection, I can't tell you how often I've screamed over my ships getting hung up on the resource asteroids.

Is it possible what your looking at is the ship going over / under them?

I haven't seen any frigates, cruisers, or cap ships flying through asteroids...

But what I HAVE seen are fighters flying through planets and suns... like directly through them. That may not sound like a big deal, but when my fleet jumps into a system directly opposite the enemy's fleet, it feels a little unfair that my flights of bombers can fly straight through a planet instead of around it... that makes for a quicker attack, less reaction time, all of that. I don't have any screen caps or video of it, but I've seen it 3 times now.

I saw a LRM (neutral player) go though an ice planet (directly in the middle) in my last 1.02 game.

no replay, since it didnt really bother me.