Comp tickets are not upgradable in any way. You can keep calling Disney until you're blue in the face, but that won't change. I would mention to the organizer of the auction that they should disclose that in the future. But, also, it's not exactly secret information. Had you asked about it here before bidding, you would have found out pretty quickly.
What I would do with them depends on how much you paid for them.
Just out of curiosity, if you can sell them to the next highest bidder, will you disclose that they aren't upgradable?