What to call a collection of planets?
Solution 1:
Depending on how you wanted to go, I would suggest either "system" or "federation"
A "System" of planets brings to mind a solar system. While these aren't necessarily orbiting the same star, they are in the "political orbit" of another, and the analogy would be clear.
A "federation" of planets would probably bring to mind Star Trek for some, but likewise, the intent would be clear.
Finally an "Empire" would suggest total domination and subjugation. As such, while the analogy would be clear, it may be harsher than desired.
Solution 2:
In the context of a space game, with its sci-fi implications, the common way to refer to a collection of planets in association with their star is: Stellar system.
"Solar System" has a specific accepted instance, which is to say the collection of planets associated with the star named "Sol", called "The Sun" in common parlance.
ETA: in light of what @AffableGeek has written, I see that I probably missed the questioner's intent. So let me add:
Confederation