When you dock stations to each other you have to use a single station as the primary and dock all stations to it. this is slightly frustrating but the real problem is it also seems to prevent NPC ships from docking to buy or sell goods. at the non primary factory.
Edit: if this gets fixed it would also be really cool if you could initiate docks from already docked stations. It would also be really cool to dock stations to each side and make a ring world type station chain.
Edit 2: I moved this to Bug reports it can be deleted here if a Dev sees it.