Shooting less expensive units does not make the exp they get suddenly vanish. Units have fixed XP values based on their cost. Just shoot more, and you vet up just fine.
Paratroopers are expensive, they vet up just fine. Shock troops are expensive, they also vet up just fine. And importantly, sturmpios are available and fighting from second 0 of the game, so they have a lot of time to accrue the needed exp to get that veterancy to make them horrifyingly damaging.
It's not like Sturmpios are a KV-8 with enormous fuel and manpower costs shooting nothing but infantry. They're not even the most expensive infantry. Obers cost more, and guess what? They vet up fine too.
Individual models in allied squads reward you with less veterancy from killing them because 240/6 results in a lesser individual model value than 240/4.
So you have Para's and Shocks shooting and killing more expensive individual models, while you have more expensive individual models shooting and killing less expensive models.
Obers and whatnot vet up slowly by design, as they have some bretty good vet bonsus's, Volks vet up to fast. Sturms vet up slow, but are harder to keep alive than Obers.
overall it's not really that much of an issue, just a tad bit silly how poorly implemented the Vet system for OKW was.