If you want protect your siege ship, you must create a fleet, and the fleet captain must be a siege ship, now set Radius formation CLOSE, then the units will pursue the siege ship, and remain with it all time. Now if any enemy ship want attack you siege ships, the escorts will defend it
If you set a kodiak or other ship as fleet captain, the siege ship will pursue the fleet captain and no bombardment the planet with escorts, and only will attack the planet when he will close to the planet, and in range of the fleet formation.
Sorry if don't understand my english.