PSA: You can hold down the right d-pad when upgrading

[Soraphet 9]

When going for a conquest, there's a lot of times where you'll upgrade some of your soldiers. Every time you hit upgrade though and try to go back, it starts you from the very top of the list. If you're not upgrading every soldier at once (14/17 for example), then holding right on the D-pad before finalizing the upgrade will take you where you left off.