When you have between 1 and 10 planets you can manage each planet.
When you have between 10 and 20 planets, you still can manage each planet, bu they are also grouped in "province" of three planet. And having a "province" allow you to construct better buildings. (if you build 3 production unit on three different planet you will have less than build one production center in a province)
When you have between 20 and 30 planets, they are grouped in "mega-province". It add even more construction options.
You have roughly the same number of "unit" to manage, but your possibilities go up.