So, partly it is said, partly it is implied, and mostly I accept it as "you can if you are strong enough to manage", a Rogue Trader may claim an entire world for themselves, and the Imperium they represent. So, what all is to stop them from doing so more often? To use Lure's several worlds, I don't believe Zayth is an Imperial world, nor Vaporius. Were your players to find either of these worlds in a scenario outside Lure of the Expanse, which at least tries to impose a sense of urgency and time limit on things, what stops them from saying "Zayth is full of nifty stuff, if a bit outdated in a few fields; I claim this world in the name of the Imperium." The landships CAN fire back, but you might raid them with agile fighter/bomber runs, and show them you mean business, while some crews might actively support your claim, if it brings aide to their side of a war they don't even remember why they are fighting. The Priest-Kings of Vaporius can be strange, and might have some decent psychic power, plus numerous throwaway slaves to guard them, but with the right applications of force, or stealth, you might be able to take them out, at least enough to get a foothold on the planet.
Blah, blah, blah, what's the best way to have the Rogue Trader NOT just claim any world they find, outside the Imperium, and not known to be in the clutches of a rival, for themselves? Why not just purchase a space station (ridiculous, except Rogue Traders CAN), set it up near the entrance to the Processional, and tow out parts, to sell for profit? Certainly, I'm making some of these things seem simpler than they really are, but if they thought they'd be able to claim the Dread Pearl, why would any place else they stop at be out of bounds?
An unrelated aside, Zayth's landships have ship-level armaments, and can hit void ships in low orbit, if they have a mind to. I imagine that Vaporius, or other sites, might have the macrocannon or lance battery facilities a world would use for defense, maybe even void shields, though I don't know. If these worlds are so far removed from the Imperium, how do they still have these things? Still make ammunition for them? The AdMech has had constant access to much of its stuff for millennia, and still forgotten more than it will ever learn again. How do these other people STILL remember how to maintain these systems, when even the groups whose job it is inside the Imperium can so easily forget?