I have seen it happen this way and I have seen it happen other ways
as well. 1). A ship is built, the shield appears, you go to another
secter, maybe take a turn or more, look back, and the shield is gone.
2). A ship is sent to the system, the shield appears, more play, and
the shield is gone.
The type of ship matters not. This happens with the initial scout,
defenders that have been built on this or another planet, transports
built in this system, and star fighters (I have yet to build any other
ships, other than colony ships which I have yet to keep in a system
orbit long enough for this problem to be apparent with them).
Cheers,
Jack