OK, easy question first - on the AR7000's and above the satellites plug into the main Rx. the AR7000 takes one satellite and has a single Rx in the main box, the AR9000 apparently has two Rx's in the main box, a 3rd in the first satellite, and can have a second optional satellite too.

Now the original question. Spektrum transmits the same signals on two different channels at the same time. If you lose one channel it continues to transmit on the other and tries to reconnect the first. My guess is that when you connected up without the satellite the main box connected on one channel (hence the solid orange) and was trying to connect on the second but couldn't because there was no second receiver, and without the two channels it wouldn't let you have control of the aircraft. When you tried it with the satellite connected it found two channels and let you have control, but disconnecting the satellite made the Rx think it had lost one channel, so it would have left you in control of the aircraft over one channel, while trying to reconnect on the second (which of course was now missing its receiver).

Caveat emptor - this is just guesswork on my part. I'm not a Spektrum technician and may possibly only know enough to get myself into trouble. It seems to make sense though.