I have been going through and obtaining the 10th anniversary achievements, and I noticed that the Odin’s T800 Cannon is not benefitting from Armory upgrades. it still deals 40 damage (100 vs structures) before defense calculations, when it should be dealing 52 (127 vs structures). from what I can see; its Hellfire Missile Launchers, and Terran Vehicle Plating isn’t benefitting either… but I haven’t taken as close a look yet.
Heroes usually don’t benefit from upgrades, though there are exceptions.