Can confirm this happens for Superior Cooldown, Superior Duration, Greater Expansion. Buying the original component asks for imbue, but when buying the upgraded version immediately it never asks and therefore does not apply the imbue upgrade.
However, this is not the case for Mercurial Magnum - it correctly asks for it. Looking at the description of the "bugged" upgraded items, they don't even mention the imbue part from their base component in their description. And since each other item does that (including Mercurial Magnum), this means it is not a bug.
For example, Duration Extender gives 20% duration to one skill, while Superior Duration gives 28% to all skills but without leaving additional 20% for that one skill.
This is a bit unintuitive to players that got used to the way it previously worked, but it seems it's intended. The reason for that is because you end up with the same end result in both ways of buying the items.
For example, Haze Dagger is 14s cooldown. If you imbue Compress Cooldown, it's 11.5s. After buying Superior Cooldown it's 10.2s. Then, if you sell both and just buy Superior Cooldown directly, it's still 10.2s.
Also, even if you sell Superior after buying Compress, it still removes the imbue from the skill description. Then, if you sell it, which leaves you with Compress only, you can see the imbue in description again.
So, the behavior of these items seems consistent with the item text. It's just that the upgrades actually remove the imbue, since they don't contain that part of the item any longer.
This is different than QSR and Mercurial Magnum, and that is why Mercurial Magnum asks you for imbue again, even if you imbued QSR before it.