In general, I'd strongly suggest upgrade to the current beta - it sorts out a few issues with 1.03 so worth the swap.
SOI is only losely connected to colonial penetration. At the start the pattern of SOIs reflect how the European powers want to divide up the globe. If you are ill-mannered enough to step outside this agreement, you'll end up with a region/colony at negative SOI. If you retain it, over time this SOI will improve back to zero and then go positive - in effect reflecting a wider consensus that this region is now yours.
The flipping of colonial to non-national is, I believe, WAD. It tends to only happen in low population regions where you send a lot of settlers. It has secondary advantages - its much harder to lose in a peace treaty (the war score will reflect that it is now part of your state not a mere colony) and you can play some of the higher value development cards. I managed this in what is now the Gulf States and it paid off as production of gems etc escalated as I was able to really boost both the infrastructure and the available population.
Yes, you can revert via script but I'd take the advantages and play with the new status
oh and welcome to the PoN forums