Actually, I don't think that's quite correct, as you can't "rebuild" capitals, at least in DA and DL, to prevent the exploit of building a capital, giving the planet it's on to an AI, then rebuilding it elsewhere and taking the planet back to have multiple capitals.
However, if you conquer a planet where a capital or another "unique" project is under construction, it will still finish even if you've already built your own version of that particular capital. Furthermore, capitals built on worlds you conquer aren't destroyed even if you've already built one. Perhaps the Drengin have just been very lucky in the planets they've conquered.
If they haven't conquered any planets at all, you're most likely experiencing some kind of a bug.