Because when you go to take colonists from the planet, you need to know what race you are taking, and whether there is enough of that race to take, since the planet you're moving them to might not have the same CC for both races, and the alien colony likely doesn't have full political status. If you really want to merge the colonies, there is a SM button somewhere on the populations screen where you can edit what each colony has, just add the stuff in the alien colony to the human one and delete the alien one.

Yeah, that is what I am doing now. I have given them about 20 industry and a few other sundries. Separate colonies are just too inefficient imo.

Because they have different environmental tolerances. The pops may have different colony costs, and different responses to the effects of bombardment. It's also not impossible a liberation fleet will turn up one day

There is no chance of a liberation fleet showing up. 

If they are both on terra-formed worlds with a zero cost, why do you need 2 separate colonies?

Is there someway I can conjoin the Earth and Alien colonies on Procyon into one colony?

To the best of my knowledge, there is no way to merge populations in Aurora.

Spaceports are planet-side installations, that I believe are one of the few installations that cannot be moved via freighter and need to be constructed in place.

How do contracts with civilians work? I let out contracts for automated mines, but they never got filled.

You need to set up a supply contract at a colony that posseses the items you want moved and a matching demand contract at the colony you want the items moved to. Civilian freighters will then consider the contracts when they decide what to move on their next trip. Note contracts will only move existing items, so an infrastructure contract will only move existing infrastructure not the infrastructure that is generated by trade.

What is the function of commercial space ports?

They reduce the time it takes to load/unload cargo/colonists/troops. One facility halves the time taken, two reduces it to a third, three to a quarter and so on.

Is there anyway to control which colony the civilians take colonists to? I have one colony with over a million job openings, and another that has 1.4 million people with nothing to do.

If a colony has at least 25 million inhabitants, you can alter it to be a source of colonists; stable, meaning no colonists arrive or leave, or a destination so colonists can be sent there. If it is under 25 million it will be automatically kept as a destination. If there are multiple viable destinations, there is no way as far as I know to force the civilian shipping lines to pick one over another.

edit: Note that a colony with insufficient infrastructure to support a shipful of additional colonists is not considered a viable target, so one way of possibly influencing it is to use your own freighters to move infrastructure around so only one colony has space. This will be difficult as civilian freighters will likely be continually dropping off civilian constructed infrastructure on the colony you are trying to avoid growing.

What can I do with subjugated species? I have 126 million aliens with nothing to do. Can I safely use them as colonists? I would eventually like to integrate them into the Terran Empire.

Yes, you can freely use them as colonists, though note that their colony costs will be based on their own species tollerances so the may want significantly different enviroments.

Have you read the part of the tutorial about terraforming?

http://aurorawiki.pentarch.org/index.php?title=Terraforming

With default human race on the current version, to be an ideal world Mars needs approximately 0.1 atm oxygen, 0.168 atm greenhouse gas (carbon dioxide is ok) and 0.065 atm neutral gas (nitrogen is ok). Total atmospheric pressure is then about 0.333 atm, with surface temperature of 0°C (the minimum).
If you want a planet more similar to Earth, you can aim for 1 atm total pressure, 0.2 atm oxygen, with 22°C surface temperature. You'll need about 0.61 atm nitrogen and 0.19 atm carbon dioxide.

Edit: You can see the environmental tolerances of your race in the Races screen, accessed with ctrl+F2. Or in the System screen (F9) at top right.