At this point, once the Sway Government mission is complete, the nation leaves the funding pool and the enemy base is built.
This isn't a problem really, as the base provides monthly opportunities to attack their supply ships and farm lovely goodies like baby nukes and slaves. The funding loss is negligible in the overall scheme as your general operating expenses should be covered by profitable manufacturing, ie Grog, Chemicals, etc.
I recommend playing on and reaping the rewards.