It's very strange. I have shopt -s autocd set within my .bashrc file and if I run shopt -p in my shell I can see that it's available (and set).
But the moment I start up a tmux shell and run shopt -p the autocd option is no longer shown and any attempt to just move into a directory without a cd command prefixing it will fail with a message saying -bash: /Users/me/some/directory: is a directory
Here is the output of shopt -p inside tmux...
shopt -u cdable_vars
shopt -s cdspell
shopt -u checkhash
shopt -s checkwinsize
shopt -s cmdhist
shopt -u compat31
shopt -s dotglob
shopt -u execfail
shopt -s expand_aliases
shopt -u extdebug
shopt -s extglob
shopt -s extquote
shopt -s failglob
shopt -s force_fignore
shopt -s gnu_errfmt
shopt -s histappend
shopt -u histreedit
shopt -u histverify
shopt -u hostcomplete
shopt -s huponexit
shopt -s interactive_comments
shopt -u lithist
shopt -s login_shell
shopt -u mailwarn
shopt -u no_empty_cmd_completion
shopt -s nocaseglob
shopt -u nocasematch
shopt -u nullglob
shopt -s progcomp
shopt -s promptvars
shopt -u restricted_shell
shopt -u shift_verbose
shopt -s sourcepath
shopt -u xpg_echo
Here is the output of shopt -p outside tmux...
shopt -s autocd
shopt -u cdable_vars
shopt -s cdspell
shopt -u checkhash
shopt -u checkjobs
shopt -s checkwinsize
shopt -s cmdhist
shopt -u compat31
shopt -u compat32
shopt -u compat40
shopt -u compat41
shopt -u compat42
shopt -s complete_fullquote
shopt -u direxpand
shopt -s dirspell
shopt -s dotglob
shopt -u execfail
shopt -s expand_aliases
shopt -u extdebug
shopt -s extglob
shopt -s extquote
shopt -u failglob
shopt -s force_fignore
shopt -u globstar
shopt -u globasciiranges
shopt -s gnu_errfmt
shopt -s histappend
shopt -u histreedit
shopt -u histverify
shopt -u hostcomplete
shopt -s huponexit
shopt -s interactive_comments
shopt -u lastpipe
shopt -u lithist
shopt -s login_shell
shopt -u mailwarn
shopt -u no_empty_cmd_completion
shopt -s nocaseglob
shopt -u nocasematch
shopt -u nullglob
shopt -s progcomp
shopt -s promptvars
shopt -u restricted_shell
shopt -u shift_verbose
shopt -s sourcepath
shopt -u xpg_echo
tmux creates a login shell by default for each new window/pane. This means .bash_profile (or possibly .profile or .bash_login, depending on the available files) is executed, not .bashrc. See the man page for information on the default-shell and default-conmand options.
(The name of the current shell in the error message, -bash, also confirms that you are in a login shell, not a regular interactive shell.)