Some people have had luck with asking the DM line to "split the segments" which essentially means reissuing the ticket with the two segments having the same number being booked as AAA-BBB connecting to BBB-CCC. Then each segment should upgrade independently if upgrade inventory is available for the individual segment.

BTW, the same issue can arise with international "direct" flights.

Also, I don't think delta.dumb permits you to book a direct flight as a multicity itinerary just like you can't use multicity to pick individual segments that are connections and don't officially involve a stopover.