The chain actually counts planets with trade ports only, so you need a tradeport at each planet if you want to make a chain. So if you have A -- B -- C with tradeports at A and C, there's no chain and no bonus income. But if you put one at B, all 3 planets now get a bonus from being along the chain.You can only have one bonus "chain", and that's whichever route is the longest uninterrupted, so it can shift around a bit as you expand.
Going with this line of thought, does it then make more sense to expand out in a straight line (at least in earlier stages of the game), instead of grabbing everything near you, if you plan on doing the trade routes?
Additionally, I don't like that trade ports stack ... just doesn't make sense to me. It would make more sense to be able to upgrade your trade port structures, maybe...