This is one of Grandmaster Meio's bases possibly located close to the Amazon settlement. After hearing about the Third Moon station from the Amazoness, the Navigator tells Hiryu she discovered a shuttle about to take off from this base to Meio's station, and prompts Hiryu to hurry up as there's little time left.
Hiryu would use the shuttle to reach the Third Moon in order to stop Meio's ambitions and fulfill his mission.
2nd Extra Stage
Magazine previews of the PC-Engine port established the existence of two original stages in the game, although only one remained in the final release ("Oil Fields", the desert stage). Not much was revealed about this 2nd original stage, outside it happening right after the cutscene between the Amazon and Third Moon stages. It is likely this planned stage was to be set in this location and show how Hiryu arrived at the orbital station from Earth.
Fans have also discovered that the game's internal data/sprite blocks indicate the existence of a seventh stage.