I always imagined that QS was the sole ruler of every planet except earth and that the princess position of the senshi was an honorary/given title (kind of like a viceroy).
But yea, why would the inner have castle???? Well maybe the castles are somehow used as focaliser point for the senshi power (like lens or something). It would make sense considering that they used them for their Eternal form.
As for why Saturn was locked, fear I guess???
Unfortunately in Stars, we have the discussion between Lead Crow and Phobos/Deimos whereby the former reveals that all 3 were from Coronis and they were specifically chosen by the Princess Mars to become her partners and were allowed to become 'Martians' (she basically gave them permanent residence lol).
This is everything Takeuchi herself has written and not anime filler.
I guess she was trying to make a double example with the status of Luna and Artemis who were likewise not Lunarians. In Stars, suddenly, our Solar System is described as the most powerful of the whole universe and Takeuchi tries to embellish this idea.
This means that Coronis was either a colony of sorts of Mars or at the very least a very strong ally.
If the title of Princess was just an honorary title, then this whole thing with Phobos/Deimos doesn't make any sense.
Like I said before, there is literally no time for the Inners to be hanging in their planets/castles and playing princess duties.
In Stars, Takeuchi introduces the concept of Senshi existing beyond those of the Solar System, inhabiting populated planets and being Princesses.
In turn, she is cementing that whenever someone is called a 'Princess', they are the heiress of their kingdom and ruler of the populace of their planet.
Which means, all of the other planets of the Solar System had a kingdom since they all had Princesses.
Which brings back to my problem of why and how Queen Serenity (who wasn't even born on the Moon and the rightful heir to it) had authority over every inhabited planet in the Solar System except the Earth despite these planets, themselves, as we see via Mars, had some authority and ties to other smaller planets/kingdoms.
Considering the other planets had their own kingdoms, why would Queen Serenity be giving them Castles?
And again, I cannot stress enough that these 'Castles' are not simply buildings but apparently have a great amount of raw power that can be canalized by it's respective Princess.
Later on, Takeuchi states that it's Queen Serenity that gave the 3 Outers their castles. I guess it's because she suddenly remembered that she previously stated that those 3 were eternally bound to their station at their Planets and weren't allowed to move.
Which, itself, creates more problems.
What about their population? Considering the 3 Outers were tasked to deal with external forces of the Solar System, wouldn't that put their people to the upmost danger? Which would be a totally different matter if those planets were desert and all of the Senshi were born on the Moon - which was the intention at the time of Infinity

So perhaps Osabu reminded her of that and the conversation went something like this:
Takeuchi: 'Oh then it's simple, Queen Serenity gave them their Castles ohohoho'
Osabu: 'Yes, sensei. But then what about the Inners because...'
Takeuchi: 'Because shaddup.'
From the start of Infinity, there's a lot of plotholes and inconsistencies in the manga and boy by the finale of Dreams and throughout Stars, there's concepts & ideas that are introduced, thrown away, clash with each other or make no sense within just a few pages!
Takeuchi ends up introducing so much stuff that she forgets 3/4 of them.
All of what we learn in Dream/Stars creates a big plothole with the Saturn situation shown in Infinity.
You know the meme: