Imperial age upgrade for mercenaries must be done in the Tavern

The Merc shipments are essentially 1k coin shipments since you pay 1k and get 2k in units(or more as Germany) so spamming those usually gives enough sustainability to win a 1v1 sup game.

If the upgrade costs as much as age5 would ship in units then there is no issue. This could also give that tech to Asians so they can make mercenaries Lategame(tho iron troops would need a nerd then).