I have also noticed that if the AI captures one of my castles where I have built a dock it will use it to transport units by sea. However, I don't think I have seen the AI build a dock.
That, my friend, is an excellent observation, and you are absolutley right. We recently added coding that allows the AI to use boats, but we haven't yet added the code to have them build docks. We really should just have it that if they can build a dock, they should, since it is basically a goldmine with an added feature. You should see this implemented in the next update)