Ahh, I see - the LBSCR B4x, in respect of which I assume that you saw a message, since the B4 itself is not an upgrade to anything, is an upgrade to the LBSCR B4. The H2 is actually a better (as in more powerful and faster) locomotive than either of them, so you needn't worry about being deprived of a valuable upgrade.
There is some merit in your suggestion of explaining what the vehicle is an upgrade to, but this is not straightforward, since in principle, it might be an upgrade to a great number of vehicles, and listing them all would make the message very long and interfere with the smooth operation of the UI. I cannot immediately see a satisfactory way of doing this.