Why would I not get the resources back if I cancel an upgrade? Every building and unit production costs gets returned if you cancel them, this is such a game breaking feature that I assume it must be an oversight or bug. If not, someone please explain the rationale, because I don't understand it.

I just went to upgrade a few artillery in my stack, but didn't want to upgrade all the infantry in the stack as well, so I split the artillery from the stack, gave it a move order and upgraded. Then I went to cancel their move order so they would remain in the stack, (should've hit stop, not cancel, I know now), and it cancelled the upgrade as well. Now I'm out a whole bunch of resources and can't afford to re-upgrade them.

So dumb.

I don't see why you shouldn't get them back, because, like I said, every other "cancel" mechanic does return your resource costs. There's no rationale why you should lose them, other than "that's the way it is"