It happened to me a few weeks ago (in Steel Canyon, I think). First it tried to send me to one of the upstairs doors of the AE building, the ones that lead directly into the main mission room. I /bugged it, never heard back. Took me forever to figure out I had to enter the AE building (because "this can't be right!"), then go to the portal like I was doing an AE mission.
Everything worked fine, I was able to do the mission, but yeah, it seems like that's a problem. I can't imagine it's on purpose.
FUN FACT: That burst of light when you level up is actually the effectiveness escaping from your enhancements all at once.
I had this problem once.
Like Doctor, I was able to do the mission but it took me a few minutes to realize that the mission was inside the building to the AE entrance. 
Quote:
/bug Won't get you a answer, those are logged and never seen by a GM. And that's directly from a T2 CSR @ NC.
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Originally Posted by Doctor Roswell
I /bugged it, never heard back.
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I got a radio mission that sent me to the AE mission entrance. This time it was in Faultline, but I've had it happen to my other characters a couple times before in Peregrine Island as well. I can't imagine this is suposed to happen. Here is a picture:
I haven't noticed anything specific that causes it, it just seems to happen randomly on occasion. I kind of want to take this image and write up a scathing in-character opinion article about how both heroes and police can't even tell the difference between fiction and reality. Well, fiction-reality and fiction-fiction, that is. Or perhaps the people on the police band are playing an elaborate prank on the heroes. Or it's just a Nemesis plot.
I'm not sure what other info I should or can provide to make this a more helpful bug report, but I couldn't find any other posts on the topic.