This seems to be related to the QoL feature that replaces both ends of 2 connected undergrounds when hand build a different type of underground (e.g. red placed over yellow).
This feature seems to take take charge even when building over a blueprinted underground, placing real tiles on both ends with 1 left-click (assuming you have the items available in your inventory), but only so long as the blueprinted underground is of a different type. Consequently, this weird disparity is created where it's easier to place undergrounds in a blueprint if they're of a different type/tier to what is being built.
Test set up: Placing red UGs on each: I would expect it to be consistent and either
- place both ends regardless of blueprint tier, or,
- (less preferable) to not place both ends at all whilst placing over blueprints.