This is a bug in our UI that dose not make it clear what is happening, we will fix. 

But more or less here is the deal.

If you do not have a Shipyard attached to a planet, all Manufacturing automatically goes to social, this is so the player never waist production points.
Once it has a Shipyard the planet is able to split the points between military and social.

In fact even if you have all your spending in the main production window set to military, any planets will no shipyard will still be dedicated to social. We are working on a way to tell the player this more clearly.

 

I have notices that in the new release if planets are in range they are automagically set to sponsor the shipyard.   I found the second planet to support a shipyard also behaved normally once connected.

As mormegil says, nothing is being lost, it is just a bit confusing at the moment.