In the history, Xinjiang was firstly ruled by China in Han dynasty about 2000 years ago, which was even earlier than Tibet, Manchuria and Mongolia. The main purpose of controlling it is squeezing the living space of nomads in the North and maintaining trade routes with Central Asia (the Silk Road).
Because of the poverty of Xinjiang and long distance from the central plains, the rule in Xinjiang inflicted incredibly-steep costs on central governments of different dynasties. Any event (civil strife in the Central Plains, the invasion of Northern Nomads, local rebellion in Xinjiang, and etc.) will cause that central government lose control of Xinjiang. In fact, the central government had no effective jurisdiction over Xinjiang for more than half of the 2000 years.
In this background, most governments pursued a policy named 屯垦制 in the history. This policy allows garrisons to carry out production activities in peacetime. It improves local supply capacity and enlarges influence of central government. Although it abandoned professionalization of the army, it tied Xinjiang to central plains of China with lower cost in belif.
In the 1950s, after the establish of PRC, Chinese government decided to follow this ancient policy. And this is the origin of 新疆生产建设兵团.
But today, it is hard to make a simple defination on it.
It is a new concept in geograph. You can use 新疆生产建设兵团 as your address. Every unit with an official designation in 新疆生产建设兵团 has its own station, which covers an area of 70600 km² in total.
It can be considered as a state-owned company. Every product from 新疆生产建设兵团 will be printed with "produced by 新疆生产建设兵团".
It also can be regarded as a local government. After 70 years of development, there are more than three million people guided by 新疆生产建设兵团 directly.
As for its significance in military, I think 新疆生产建设兵团 has lost it in some extent. Since the improvement of Sino-Soviet relations in the 1980s, the independence of 新疆生产建设兵团 has been reduced by China's Ministry of National Defence. And Chinese govenment established Western Military Region to replace it formally in 2016.
Emm... I think you might get more confusion in it when you read here, right?
In the case that you mentioned in your statement, you can just understand 新疆生产建设兵团 as a geographical term. A special province beyonds the other normal provinces, autonomous regions and municipalities.
Nominally, the government of 新疆生产建设兵团 response to both Autonomous Region Government of Xinjiang and Central Government. In fact, it can be regarded as an province government directly under the jurisdiction of the central government in Xinjiang.
Make an example. There is a family with 3 members. Central government is daddy. Government of Xinjiang Autonomous Region(新疆自治区政府)and 新疆生产建设兵团 are sons. 新疆自治区政府 is the elder one and 新疆生产建设兵团 is the younger one. In the daily life, 新疆生产建设兵团 ask elder brother (新疆自治区政府) for help. But when there are some events, 新疆生产建设兵团 will return to central government directly.
And now, big event is coming (COVID-19). 新疆生产建设兵团 reports to central government directly instead of reporting to 新疆自治区政府 firstly. So the report from 新疆自治区政府 does not contain 新疆生产建设兵团, and China's media need to make special mention of 新疆生产建设兵团 after the provinces,autonomous regions and municipalities under the direct administration of central government.