Yep, this is by design -- it was a player-requested feature, and is something similar to other RTS games. Generally when you activate a control group that contains a space dock and other ships, it will ignore the space dock. If all of the ships are on another planet, make sure you triple click to go to them. If you ever have ships in a single control group on multiple planets, that's always how you cycle through all the planets. Otherwise, if the space dock is on the same planet as the other ships in the control group, it will only select the other ships rather than the space dock.