So I am at war with my lumeris neighbor. As it happens, one of their systems is partially enclosed by the big sophon empire nearby. What happens is, when I am on their system, it doesn't allow me to attack them or invade them cause it says I should be asking the permission to the sophons. It's a bit silly as the system is lumeris in the first place and I am at war with them big time. So is it supposed to happen this way?

It might be a bug actually cause I can't even attack enemy fleet in the system:

I've had similar situations, currently the area of influence seems to determine the engagement rules.

In Endless Space 1 used to work in a similar fashion, so it could be partially intended;

-When you wanted to move a fleet to invade a planet of your war-opponent in another factions territory. You needed an open borders agreement with the territory owner. 

However, in this case it seems to be a bit buggy. 

When you already are in the territory you should still be able to attack the faction that is in cold war/war with you.

If this is not possible you can involuntary defend a faction from invasion by having influence over them, which would be weird.