On the way to Mecca, Mansa Musa is recorded as aying that the previous mansa sailed away to "find the limits on the ocean". While a 14th century ruler may have held incorrect ideas about geography, this seems like a great cover for a true story that may seem more dishonorable. Also, this was told in Cairo, a long way away from anyone who might contradict this story.
You're right to consider the story odd, and we have only a single source for it. We've looked before at this remarkable expedition, though, and you might like to review u/MansaMontezuma's evaluation of the claim while you wait for fresh responses to your query: