THere's a checkbox for "Avoid alien controlled," on the Naval Org tab for your fleet.
I tried that, but it doesn't seem to remember it. I check it, switch fleets & back to verify that it took. When window closed & reopened, it was unchecked again.
That's worth reporting as a bug then. It's possible the state of the checkbox isn't being remembered, or loaded properly when the window reopens. Alternatively, maybe that checkbox is intended for something else, like a specific order.
Either way, I'd report it.