I think I figured it out!
If plans have not been approved by the app store, they show up in the list of available plans in the Apple provided plan management UI. However, if you switch to one of those plans in your app using a custom UI, the system does does not communicate with Apple that you switched to the plan. I had a couple plans that were approved, and its able to upgrade/downgrade those just fine, and the changes made in my custom UI show up in the Apple provided UI. However, the plans that had not been approved did not show as being selected in the UI at Settings -> App Store -> Sandbox Account Email -> Manage. They were available there as options though and could be selected! Very strange.
There is one other issue... I don't get a "change" dialog. I just get a new purchase dialog most of the time. Will test more to see if I can figure out why.