You're working from the colony list in the civilization manager. You can do what you want, you just can't use next planet to get there.

All you need to do is once you're done on the planet simply hit the done button from the planet screen and you'll go back to the colony list in the civilization manager. From their you just go to the next planet on the list double click on that and repeat the process as long as necessary. I often cycle through 450~500 planets in this manner.

One caution, if you go into the planet screen and then go into the ship building screen and if you hit done from the ship building screen then it exits you from everything including the colony list. If you want to do this use "back to planet" from the ship building screen to get to the planet screen and then hit done to get back to the colony list.

Another interesting point is that you can actually sort the planets in your colony list on two criteria at the same time. If you first pre-sort by population for example then you sort by what the colony is building you get a list that lists all the same planet builds together and within the same group they're in population order.

Also note that if you use this double sort to sequence through planets to rush buy ships directly from the colony list, once you buy the first ship you lose the information of the secondary sort. This doesn't happen if you actually go into the planet screen then goto the shipbuilding from there although it does take longer to do this.

Sorting by what the planet is building can be confusing because if you enter the planet screen to rush buy the building and the next thing the planet is building is different then when you get back to the colony list the planet will have jumped to a different area in the list.

The first sort you do becomes the secondary sort and the 2nd sort you do is the primary sort.

When you do the second sort it becomes the primary criteria that the planets are sorted by, however if there are groups of planets that all fit the same primary sort criteria they will still be listed in secondary sort order.

If you first sort by population then you sort by what the starport is building you'll see a bunch of planets all in a row building the same ship (transports perhaps) then if you look at the group of planets that are all building transports you'll see the these planets are listed in population order. Of course when you get to the group of planets that are building fighters they will also be in population order within that group. But of course the population order will only be within planets that fit the same primary sort.

I do this exact sort by population then by starport so that I can look at all the planets producing transports and scroll down the list to the ones with the least populations. These are the ones I probably want to stop producing transports from and start producing something else. I can also look at planets producing fighters and decide to have them start producing transports once they have the desired population. You can also do this when deciding which planets that you want to rush buy on. I'll sort by pop then by social production. I then spend my cash buying stock markets on my highest pop planets first because they give me the most benefit for my new stock market.