I dissagree with you, once I had shipyard without any sponsors assigned and I accesed this screen where you can assign sponsors, but strangely there was no planets (core worlds) on the list, besides when you enter managment screen you can see sponsors list on the left and it looks like it will be possible to add more (why else to make it). Besides it is management mayhem...

I'm pretty sure what you're referring to is the planets in the list of "in Area of effect".   It's an FYI only list.  The only way to add planets outside the base "Area of Effect" is to expand the "Area of Effect" with new technology or the Liberty Ideology - Mobility Rights (+2 starbase range).  Any planets that fall within the new range would automatically be added to the list.