It is because these upgrades are handled via spells. That would require creating a new spell for each (unit to be upgraded, unit to upgrade) pair. Taking into account worker and slave upgrades, allowing to upgrade for more than one tier would require the following spells (spells in bold are already present):
Beastman -> Sons of Asena
Sons of Asena -> Battlemaster
Worker -> Beastman
Slave -> Beastman
Beastman -> Battlemaster
Worker -> Sons of Asena
Worker -> Battlemaster
Slave -> Sons of Asena
Slave -> Battlemaster
In my opinion, creating 5 new spells just for this issue is not worth the effort, specially when the number of spells
adversely affects game performance. Maybe adding only the Beastman -> Battlemaster spell would be enough, since it is the most common and annoying upgrade. In my opinion, it also makes sense to force workers and slaves to stay at least a turn as Beastman.