It is not even an OSRM problem in general but rather one of the demo OSRM instance used at www.osm.org (please see also SomeoneElses comment above).
E.g. this demo here: https://fast-routing-api.demo.routingapi.net/ is also based on OSRM but does route via the Gedser - Rostock ferry for cars. It also uses the direct ferry for the Poole-Cherbourg route. The Geofabrik OSRM router at GEOFABRIK // Routing with OSRM and GraphHopper does the same, also using the direct ferry routes for both examples.
In other words, the experimental car profile used by the FossGIS routing server (that one is the demo server at map.project-osrm.org as well as www.osm.org) seems to have a problem with some ferry routes in the car profile. That profile can be found here: https://github.com/fossgis-routing-server/cbf-routing-profiles/blob/master/car.lua. It does not uses classes sequences for process_ways as the demo server run by FossGIS does not seem to have enough memory for that.
So the problem here is rather a limited hardware resource problem at the demo server but not an OSRM problem. (The same if you want to get a route cross-continent, e.g. from Johannesburg to Shanghai, the demo server won’t do this due to hardware limitations).