As stated in the Dev streams this is working as intended and Paul showed that this would happen several weeks ago. With some of the abilities, such as the one the humans get, you could just have all your planets support one shipyard, which could be very bad for balance reasons.
if it says you can only have 5 but you can actually add more then 5 its not working as intended. if you are supposed to be able to add more than 5 the info panel is wrong
on the other hand i dont really see the need i usually habe enough production from my first world after a few turns to start removing sponsors and adding a second shipyard i dont get why any single shipyard would have more then 2-3 sponsors at any time and even then its only until the planets get going