I've had this too, very annoying as you still get the mobility penalty from the axe on top of it. Can't say I've found a fix other than the time-consuming method of manually unequiping all axes befor upgrading.

Well, I forgot about this and it inevitably happened again. I've been searching for console commands to rectify it, and this mostly works: SetSoldierStat eStat_Mobility xx "Soldier Name" 1

But it leaves the -2 penalty from the battle axe attached to the mobility stat, on top of the -2 for having it currently equipped so you have to boost the stat higher than it previously was to just get back to normal (and still have the -2 visible which serves as a constant reminder that something isn't right).