Oh, I see now. This is just me talking, but I think that would be intentional behavior. If you had a staircase shaft and suddenly wished to extend it downwards, it will turn the up stairs at the very bottom into up-down to connect it to the new part of the shaft. This also works if you built up-downs below the up stairs as well. Since you can't designate an up-down stair on an existing up stair, this allows you to continue your stairways building a constructed up-down in the place of the up stair.
If you are extending the staircase upwards, you can already just dig the extending stairs into the above level from the top of the stairs. So if you designated up stairs there, it can be taken for granted that you wanted up stairs in particular, and not down or up-down to extend the staircase shaft. Or at least I think that is why the order you make the stairs matters.
I also found that building constructions on top of stairs will effectively remove the stairs, leaving the appropriate floor if the construction is removed. In which case, up-down stairs have an implied down stair when they get removed.
Interestingly enough, it is possible to move down through the natural floors without piercing them. Constructed down and up-down stairs permit access to the level below them, even if they are built on solid floor. You can't reveal what is below in this manner, but if you later remove the construction, the natural floor beneath them remains intact (potentially sealing off anyone below). Which kind of makes me wonder if falling dwarves could be stopped by the floors between constructed stairs, eliminating the need for hatches?