I definitely agree with this! It is annoying to have to turn off your autopilot, then stop your ship, THEN move off in another direction to give you enough distance just to clear the station so you can go to warp.
Have you noticed, it also varies depending on what design of station you leave. Some eject you well clear of the hull (those that tend to be of 'upright' designs, usually). The problem only really becomes a pain when you exit a really sprawling station. You may get ejected at a speed of 400+, but you rapidly slow down and often don't get clear enough.
The only current solution is to wait a bit until your speed has dropped off a fair bit (say 100 or so) and hope that you are far enough away BEFORE selecting your warp destination or starting your autopilot.