Not having retroactive global upgrades is just the way Soviets are. They don't need to be the same as the other factions for conformity's sake, unless it breaks fundamental mechanics which it does not. Soviet upgrades are so powerful that it would be too good to upgrade existing units on the field. Many of the upgrades do give part of the bonus to existing units (nades on conscripts, satchels on ingenery) as well.
Also, killing off units just so you can have room for newer ones is stupid. Just because they don't have the upgrades doesn't mean they're useless. If you played humans on a non-bridge map, you would find you wouldn't have the resources to just sacrifice old units to make room for upgraded ones.