I'm not 100% sure wether this is a problem only with the newest version (1.6x), but I never experienced this before:
If you build your Econ capital on a world and then conquer a world which also just has the Econ Capital in the build-queue, the 2nd one disappears once the first one gets finished. (Can happen quite easily when you conquer a minor civ early)
Haven't tried this with the Manu/Tech Capitals, but might be the same there.
Now, as I said, I'm not sure wether this is something new with the recent versions of the game or wether this is even intended. Just mentioned that for the first time.
Of course if you have the Econ Capital finished on one of your worlds and then conquer a world where this is being built or already done, you get to keep also the 2nd one.