I've run into the same issue ..... Kayak does not carry forward your "upgrade requested" check-mark.

Sometimes this approach works ... go through the motions of booking your trip with Kayak, however before clicking the "Enter Passenger Info" button (after being refered back to Delta.com), click on "Start Over".

Make sure the "upgrade requested" block is checked, then re-enter the same itinerary (if available on Delta.com). You may or may not be able to get the same routing as Kayak and you may or may not get the same price as Kayak; but at least your upgrade will be requested.