Mines are captured in the 1st week, and non-native dwellings in the last (on normal maps), that's the difference. Even for a cockroach to reach it, you still need to break through the enemy's defenses. Therefore, everything here is logical. No one will pay 5000 to improve an already unnecessary dwelling!
In the late game, isn't the weekly increase of certain native creatures (let's say it's a fortress) needed to "save" 5000 for conversion (although I was talking about a fair price for a dwelling, corresponding to its level)?