This is intentional, and I agree such improvements should have a warning in the tooltip of said improvement.
I realize that this is intentional for many of the buildings, e. g. Galaxy Wonders and Capitals. I'd also understand if upgrades to special resources* were indestructible, but they are not. I do not understand the reasoning for planet-unique buildings in general: most of them are destructible. Why not all? (Or all indestructible to be consistent? Then at least you'd know what to expect.)
Anyway, whatever the reason, I don't need to be able to cook to enjoy a meal. But I'm not enjoying the meal served to Synthetic races: they only have a choice of two indestructible buildings at the start of the game. Ok, and the ship yard - but why do we even have to explicitely build a ship yard anyway??** There's no sense at all not to rush build it and start building ships on turn 1!
Even if the odd choice of adjacency and leveling types (of the Yor Extractor and Mainframe) were fixed to the point that they remain relevant to a race who can and will raise their pop to extreme levels, every advanced player knows that the tiles a planet starts with are often not the best ones to put central improvements on!
* P.S.
Just an aside: I've noticed that when there are tiles for 'mining' special resources, these are called 'trade resources'. Why?The AI are not offering remotely enough (and I'm talking of those where I'am supposed to have a diplomatic advantage), but at the same time they charge through the nose when they have to offer some of their own. That's not my understanding of 'trade'!
**P.P.S.:
What I meant is: why doesn't everyone get to start with a shipyard already there like how it was in the original base game, before Crusade? (and besides: how were the initial ships built without a ship yard?)