It depends on the type of damage they do. Orgovs, for example, will target structures (though it will be star bases) first while bombers prefer heavy cruisers and capital ships over star bases. To override this you simply have to do a little micro-managing.

For my fleets it's fine to target these structures manually, but the AI has real trouble whenever they decide to invade a system. If they can't take out the starbase, they'll retreat without touching any of the phase blockers and sit at the edge of the gravity well while I mop them up.

I'm thinking I can fudge the entity a bit to get the behavior I want, say by putting a gun on it that does 10k damage but can't fire. But I'd prefer to not have the whole enemy fleet fly through a gauntlet of ships/starbases to blow up a phase blocker either, so some fine control over who attacks (bombers) and who doesn't (HC) would be ideal.

AI is hardcoded.. So there is not much we can do to change targeting priority's.