"I wonder" is not a question

I've been seeing dialogue from NPCs recently where they say something like "I wonder what's going on?" or "I wonder where she went?"
This is grammatically incorrect as saying "I wonder" in this manner is considered a statement, not a question, and therefore should end in a period and not a question mark.

Consider the sentence "I wonder" by itself. This is considered a statement, like "I watch" or "I laugh".
A sentence that starts with "I wonder" would be considered a question if it was structured like so: "I wonder, where is she?"

Several websites confirm this, though some argue that statements such as these could be considered a question depending on how they're worded and whether an answer is being sought.

I guess in the cases you're mentioning the person asking is simply being rhetorical and not asking a literal question.. but a question is still a question whether it's rhetorical or not, which would still mean a question mark at the end is acceptable.

But then, I'm not a linguist, so I really should be the last person making commentary on the game's writing. :p

Consider that when speaking many people DO say these sentences as questions and preserving that over a grammar rule that by evidence doesn't seem to be as important keeps the localization naturalistic, which is a plus.