It might be a balance issue with game length. (Longer games have larger city capacities and demands I think) It might also be that you need to build a warehouse building in order to store enough stuff for the task at hand.
If memory serves me stuff gets auto sold at a low price when you are over your storage limit in a city for a product.
Yeah, I think there is a mechanic for that at-or-near max storage, but this is happening right from the start of a new colony. In the screenshot below, you can see that I have a warehouse and am producing 3 hydrocarbons per turn, but if you check the event log in the image, you can see that it's selling 2 per turn. At this rate, I can't even really do research because I can't keep enough in stock. When I transfer one at a time to my capital, New Mecca, it gets sold there as well.
New Jakarta only has 30 Hard Currency, but it keeps selling 1 per turn as well.
I'm hoping it's just a setting in the XML that I can hunt for as it's not really playable with this issue.