I have this on my list of bugs. I can't tell you yet about fix status or what patch, but we know about all of these that are reported.Have Volition staff confirmed this issue? I ran into it as well.
While this IS an annoying bug for some people (actually thanks to this spread I prevented from getting it), the easy "fix" until Volition actually releases a patch is to just ignore the Fire Immunity upgrades and do ever single Blazing activity to just directly unlock Fire Immunity 4. That way you also save a whole lot of money in useless upgrades.