I shouldn't have to wait until the classical era to upgrade scouts to something useful after the first few techs are researched.

Both Scout Rider and Warrior are good options to help keep the initial units viable as techs change.

Seriously--

A Scout Rider is just a Scout with a horse.

A Warrior is just a Scout with an axe.

Archers are just Scouts with bows too.

It can be done, kind of.

Disband the unit, to get extra Population.

Produce a new unit of whichever type you want. 

Though that would lose any Veterancy.

And of course costs Production time rather than some Gold.

Veterancy is what I would like to preserver.

Simplified: add more options for upgrades, generally.

Especially when Scouts upgrade to Horsemen and Scout Riders upgrade to Horsemen, too, it makes no sense that Scouts can't be upgraded to Scout Riders.