I do have an answer, but lets talk about your question for a bit first. This is science fiction we're talking about, so nearly everything's speculative. On top of that, this is a game, so even speculative things (such as phase lanes) can be used as excuses for game design choices.

Phase lanes always seem to appear between bodies of near equal mass. There are always the anomalies, such as a phase lane between an asteroid field and a planet or one between a wormhole and a nebulous field, but on the whole if there are two celestial bodies and they're roughly of the same mass, there's probably a phase lane between the two. The same can be said of stars. Since they're much more massive than planets, the only thing that could be at the other end of a phase lane is another star.

Ultimately, the answer to your question can be summed up in one word: magic.