I believe the whole point of each special questline is to break up the monotony and to provide a seasonal reward. If these buildings, which are far better than any you can build in your age (my LMA confectionery provides almost the same amount of supplies the Spice Trader does, the diamond supply building in the same age), upgraded as we age up, then -everyone- would keep these.
I know it would be nice, and I'd prefer them to level up as well, but then they'd lose their point. They're not supposed to be there and they won't be --- even those that got theirs in the Colonial Age will be getting rid of them when the new age is presented.