Could be either:

• they were there already, or got there under cloack (unlikely, but technically possible) when you closed borders;

• their Senate has Religious political party with Righteous Fury power (basic law), that allows them to ignore closed borders (unlikely for Lumeris);

• they've started movement towards this system blindly, without knowing that destination point is your system, so now they can move only out of your borders, or towards other unkown to them system (most likely). 

You can make a demand to get their ship out immediately, but it's just a scout.

Thanks for your answer.

- Cloak is not possible : I haven't the DLC with that option.

- how can I know their senate political side ?

- possible.

Without dlc you will likely never know for sure.  Lumeris start as industrialists and being so early in the game they are EXTREMELY unlikely to have shifted.  This leaves only the final option of blindly slipping into your system.