I'm not sure if this is a new bug report, but I couldn't find it anywhere and there wasn't anything about it on the wiki.
The Fuel Harvester-specific order "Unload Fuel at Colony and Move to Gas Giant With Sorium" (or something like that) very consistently does not work. The harvesters will travel to the nearest colony to unload fuel - usually an asteroid mining base, but that's fine, I can send tankers and the Harvesters should be harvesting anyway - but then they won't go back to the Gas Giant. They will inform me that they completed their orders and just sit there. I have to manually tell them to go back to the Gas Giant, and I really prefer a more automated system. A solution to my problem here is to leave the Harvesters sitting at the Gas Giant and send tankers back and forth directly to and from them, but that doesn't mean that the original order isn't broken.
I'm not sure why this is the case. I can only speculate that it has something specifically to do with my computer or my install of the game. I feel like someone else would have reported it if it affected other people. Pretty much everyone uses Fuel Harvesters, right?