Technically units can't be upgraded to Sons of Asena or Battlemasters. For example, if the Elohim capture a Doviello city they may be able to build Sons of Asena or Battlemasters in that city, but they won't be able to upgrade any units to them. They won't even be able to upgrade Sons of Asena to Battlemasters.
The Doviello get around this limitation by being able to upgrade-via-spell.
The "Cannot upgrade to this unit type." text is added automatically, by the game engine, when a unit is set so that it can't be upgraded to. The game engine doesn't recognize that the upgrade-via-spell performs the same function as normal upgrading, and so it is ignored when determining whether to display the text.
The upgrade-via-spell mechanic is necessary, even though it creates this confusing situation, because the normal upgrade mechanic requires that the unit be in (or around) a friendly city to work. I agree that it would be better if SoA and Battlemasters didn't display the "cannot upgrade" message (when controlled by a Doviello player), but I suspect that removing it would be complicated.