My friend's theory is that the ape-titan is from a more 'distant' place, since it has never been explained just how large their world is and how vast their land is, since they're all restricted inside that tiny little city of theirs because of the titan threat. The more 'distant' titan tribes probably don't know all that much about the technology of the city, and perhaps one day the titan leaders met up and expanded their horizons and learned about the city so they decided to send a sentry out to check out the place.

I'm also guessing that there's something going on that's starting to turn people into titans, since they never found any holes in the walls where they could have come from, and that bald kid's village where that trapped titan was lying welcomed him back and he mentioned how the titan looked like his mom and all.

So many mysteries, but so few of them explained or answered...