It is possible to have an ag center on a colony from your setup. The world was probably a terraformed world, a small one perhaps that the overseer Randy converted into a colony for you. I also have terraformed worlds with colony bases on them. When the world was converted, the ag center was overlooked, or simply left and not destroyed.
Yes the original setup routines only set up each player with one terraformed world but would ask if there were any more worlds for the player. Cybers for instance started out with two worlds. However the old setup program did not take into account that you might be setting up a world over a previously occupied world. Assumed you'd always choose an unoccupied world. Thus some of the slots in the planet records were not erased, thus colony bases showing up on home worlds or ag centers showing up on colony worlds and other left over installations. Randy goes and edits out the left over slots but doesn't always get them all. Doesn't really affect the game much. If you send Randy the location he'll delete the offending installation so you don't have to look at it.