My speculation would be that price is the determinant. Megallos was only 2.5, whereas Ilosian 4.4. and Caguar 7.5. The demand for each is the same, they all started the game as demanded. The Caguar is further away. I have subsequently got Vodkol coming in too (@ 2.5), but still no Megallos. The rarities you state are the same as those provided in the Galactopedia. Not enough of the map uncovered to tell in my game. Presently only one source of each known to me.
You have the outline of the requests right. [My complaint is that it sent multiple freighters for Ilosian, each 'reserving' (which doesn't mean reserving at all...) more than needed by my homeworld. The first freighter went for 580 when the homeworld needed 550, that's fine. The second went to clean out the planet (even though a spaceport was on order, but that's a minor point) 1700 it reserved but the amount to be collected by the first freighter was included in what it thought it would get so it only collected 1300, well okay... I guess. On the bright side it meant that I got more transaction fees than I should. Third freighter again reserved everything the planet had, even though the 1st and 2nd freighters would clean all this out before it got there. Again I got paid the tariff on the total amount reserved (so for 580 of the Ilosian I got paid the tariff three times over , and when the fourth freighter again rebooked I got tariff for 1300, so for some of the Ilosian I actually got 4 lots of transaction fees).]
The former independent has not been supplied with any luxuries yet and has been provided with all the basics plus some so its spaceport will build pretty quickly. It only just acquired a demand for Yarras the only luxury my homeworld mines. There is a reservation for Jakanta (from same mine as Vodkol) which I think is for it but no freighter is yet assigned to collect it. Past experience suggests that an independent could have got the job and be some distance away, either that or I have to wait for one of mine to get free. It is bouncing back and forth between getting a bonus for the Ilosian (they are Haakonish) and losing it as 2nd, 3rd and 4th freighters take all the colony has got.
I conquered another independent towards the end of the year (just started year two in game) and although all three of my colonies have polymer sources (6000+ at homeworld, 2000+ at Ilosian colony) a freighter has been assigned to collect polymer (1500) from it. Seems that this is higher priority than transporting Megallos to the homeworld. Time will tell if this is the start of things grinding to a halt.