Anaander Mianaai's thirteen palaces were the capitals of their provinces. Metropolis-sized stations, each one half ordinary large station--with accompanying station AI--and half palace proper. Each palace proper was the residence of Anaander Mianaai, and the seat of provincial administration.

-- which would be some of why I believe palaces contain the AM AI - they're not run by station AI, at least not wholly. (And how interesting, again from the perspective of parallels, that a little earlier JoT says that they expected to be turned into a habitat or the core of a small station, which is not what they were built for...)

(I note with interest that I defaulted to "they" there; I also note with interest that JoT refers to their segments as "it" but doesn't as far as I can tell ever use a third-person pronoun for itself.)