Did you surpass the colony limit of your current government with the new planet? Otherwise I can't imagine why you should suffer such a loss. A planet may have higher maintenance than earnings, but that's a handful of BC at most. While surpassing your colony limit lowers morale on all your planets and that may have a bigger impact.

If you Annex a planet and the AI has rushed an improvement on that planet, you get charged for it. This is why you sometimes lose money and end up in the red.