Relax -- it's not actually true. Just another example of phone agents making s**t up as they please. I wrote in after reading this thread earlier this week, and just got a response a few hours ago:

Dear [taxicabnumber],

RE: Case Number [XXXXXXXX]

Thank you for your email describing the problem you have experienced
when making a Same Day Confirmed change to an itinerary upgraded with
SkyMiles or Upgrade Certificate.

Indeed, your understanding is correct. Although Complimentary Upgrades
do not carry forward on a Same Day Confirmed change, upgrades with
SkyMiles or Upgrade Certificates are honored as long as there is
available inventory in the forward cabin, regardless of the original
ticketed class of service.

I will be happy to forward your suggestion for a clarified explanation
on our website but in the meantime should you encounter this problem
again, ask the agent to contact the Global Ticketing Support Desk for
assistance.

Thank you again for giving us an opportunity to respond to your concern.
We very much appreciate your Diamond Medallion loyalty to Delta and look
forward to the privilege of serving you again soon.


Sincerely,

[name redacted]
Diamond Desk
delta.com