I'm going to give two explanations for this behavior, one explanation is pertinent to the specific situation you mention. The second explanation subsumes this and shows that the first explanation is in some sense irrelevant
.
But first, let me say that what I write below may sound a bit unempathetic. You are correct that the rulebook could be written better here. It definitely says "Anytime" at one point, which clashes with other parts that indicate this is not the case. The below is intended to indicate why (taken as a whole) the game behavior matches the rules as written.
Explanation 1
In the specific case you mention, you cannot perform a conversion because all the actions in view are considered as happening at the same time (in game-time) even if logistically players have to decide one at a time whether to take power. This is hinted/indicated in two ways: generally if the rules say "when X, Y", X & Y are considered (in game time) to be happening simultaneously. Compare this with "After X, Y". Secondly, the rulebook says
Upgrading a Trading house to a Temple costs 2 Workers and 5 Coins*. As a reward immediately choose and select a favor tile., since gaining a favor tile occurs immediately, there is no opportunity to do something else.
Explanation 2
It is true that the (English) rulebook says
Anytime during your turn..., but that general statement is tempered/modulated by the
Details section that occurs later. The rulebook uses this pattern in multiple places---giving a general outline of a game aspect and then providing implementation details in the
Details section. When discussing the start of game, the rulebook initially just says
place one of your dwellings..., and later (in the
Details section it clarifies it must be the left-most.
In the case of Conversions the Details section indicates that conversion occur
before or
after actions, not
in the midst of them.
This can be real issue for Alchemists or Prospectors who get power from digging, but they are not allowed to
use that power in the midst of the
transform and build action. (Example, Alchemist digs a hex and then wants to use that power to convert for a worker/coins in order to build a dwelling during the same action so the hex does not get stolen.)
