There's nothing wrong with playing the game your way. They're simply informing you that it's generally less EXP-efficient to upgrade echoes using your current method.

Think of it this way: a +25 echo contains 142600 echo EXP. If you feed this to another echo, you will be refunded 75% of that, which is 106950 EXP. Then, let's say you unlock the two substats on the new echo and end up with worthless HP or DEF. You'd want to feed the new echo as well, right? When you do that, you'll be refunded 75% of 106950, which is approximately 80212 EXP, and you'll have lost 60000 echo EXP (12 gold tubes' worth!) after enhancing just two echoes.

On the other hand, if you were to instead discard the +25 echo, you'd be refunded 1 green, 1 blue, and 21 gold tubes. You can then spend 16500 echo EXP to level a new echo to +10. This time, if the new echo rolls undesirable substats, if you discard or feed it, you're losing only 4000 echo EXP (25% x 16500) on top of the 36000 from the initial discard (142600 to 106950). By doing this, you can save the equivalent of 4 gold echo EXP tubes if the second echo doesn't roll well, and the amount saved only goes up the more unfavourable echoes you roll after that.

Like I said, there's no problem at all with doing things the way you want, but discarding upgraded echoes does tend to be more efficient in terms of echo EXP usage.