AI players do not make choices that are in their best interest
BAD AI TACTIC 1: ANTI-ROBIN-HOOD: STEAL FROM THE POOR TO KILL YOUR OWN CHANCES
Even with Master AIs, this is common:
- Human player has 2 resource cards and 5 victory points. No development cards.
- AI player 1 has 5 resource cards, 8 victory points, and 2 development cards. Poised for a possible quick win.
- AI player 2 has 4 resource cards, 3 victory points, and no development cards.
- AI player 3 has some resources in hand, 5 victory points, and a Knight card.
- Nobody here currently is on victory's doorstep except for AI player 1.
It is AI player 3's turn, and it plays the Knight card.
Any human player can tell you there is only one way to proceed in this scenario: rob from AI player 1. Because that player could win right away. Any other choice is likely to prevent the player from winning, because AI player 1 is at the doorstep. You ALWAYS play to not lose in this scenario, or else you WILL lose. Steal from the imminent victor.
But AIs do not typically think this way. They often seem to think this way:
 I'd better steal from another losing player, often the last-place player, because the chances of me getting a [needed resource] are high and I can build a [structure] that will help me.
 I am sometimes randomly stealing from another player ... (why would this ever be possible, especially when leading player may win shortly)?
More AI bad-choice scenarios to come, folks! If you have more, add them to this thread.
BAD AI TACTIC 2: THE ROAD TO NOWHERE
An AI player (let's call it "Frank") has a settlement from which possible roads leaving the area are blocked by other settlements/cities.
- There is enough room for one or two road segments, but another player's settlement or city prevents AI Frank from creating a future settlement or adding additional segments later.
- Extending a road here would not give AI Frank a chance to go for a longest road in any circumstances.
- This is typically early in the game.
Despite no possible use of this road, AI Frank builds one towards the dead end anyway. This is a waste of AI Frank's resources and its stupid choices benefit whatever player is winning at the time, because the leader need not worry about threats from AI Frank's dumb strategy.
More scenarios to come! Post yours here!
BAD AI TACTIC 3: IGNORE OTHER PLAYERS' DEVELOPMENT CARDS
Even when another AI player has as many as 7-10 development cards, the rest of the AI players ignore that information and play as if those cards aren't there. Some of those 7-10 cards are surely victory points.
More scenarios to come! Got one to add?
BAD AI TACTIC 4: AVOID STEALING FROM ANYONE WHO HAS 7+ CARDS
This isn't always followed, but it's followed so often that it clearly is one of the AI tactics.
I just don't understand why. Maybe the reasoning by the @Developers is that a rolled 7 is just waiting in the wings and if that high card total gets reduced, justice might not get served!
But how does that apply when the possible target player has 9 or more cards? Doesn't make sense at all. You should be willing to steal from a player who has a lot of cards, because that reduces their advantage.
Looking forward to what other players have noticed.
BAD AI TACTIC 5: GIFT YOUR OPPRESSORS EXACTLY WHAT THEY NEED TO KILL YOU
We've all seen it. A currently-losing AI player will gladly trade with another AI that is far ahead of everyone else -- with as many as 8 or 9 victory points. Sometimes they'll do this even when a lower-scoring player is in the position to make the same trade.
Again, no experienced human player would do this, because if the high-scoring AI player wants your resource, you can guarantee it's because they will win the game if they have that resource. Simple rule of thumb for even the least-experienced player: don't intentionally gift another player the victory.
There must be more dumb AI tactics. Anyone else have any to describe?
BAD AI TACTIC 6: WHERE WE'RE GOING, WE WON'T NEED ROADS
Often, an AI (let's call it "Doc Brown") has 8 or 9 points and could win the game instantly if it would just build the ONE road segment that would connect its two separate roads, giving it the longest road bonus. But Doc Brown doesn't do that, and even trades its lumber and brick for other resources. Sometimes another player (let's call it "Biff") wins because of this.
More to come...