To my mind, this would be an exploit and I am quite happy that the game mechanics don't allow it. You are supposed to lose movement in exchange for an upgrade. Unsurprisingly, Shift-U won't upgrade units without movement. Although at one point back in the vanilla era it did, they have since fixed that bug. IMO, you shouldn't be allowed into the Big Picture at all except to see the tech tree. It enables all kinds of exploits like double production and the like. Even switching builds and talking to the AI is exploitive. However, it has been accepted as part of the game. So I do it like everyone else.