This is a known bug. It's more of a missing feature then anything actually, but what's happening is the supernova event isn't getting sent more then once, so when you add a planet after the fact it doesn't know about the super nova. So it's instead just freezing over because there's no sun nearby.
The fix should be in the next Major version of Universe Sandbox ². We're working on improving the Super Nova effects in alpha 12, so they'll be a lot more interesting.