I can recall off-hand is that the race specific economic buildings didn't auto-upgrade. Merchant Emporiums I believe?
This is because the Merchant Emporium isn't an upgrade to the lower structures. It is a one per planet separate improvement to be used along with the other lower ones.
My guess with espionage bonuses are they reduce the time it takes to go up to each sequential intelligence level, and increase the chance to steal technology. That's about all they COULD do. I don't see any cost reduction on spies when having a bonus.