The behavior is by design.
There are many cellular connectivity standards, the current one is a VoIP based standard called VoLTE, basically it treats the call as a fancy Skype call, the data travels in the cellular and carrier backbone as IP based data stream.
Older technologies built for 3G or 2G (if they still exist) handle call data as circuit-switched, data frame based data stream, the protocol is proprietary.
When you walk into an area without proper LTE coverage, LTE protocol is designed to fallback to 3G and basically start another call in 3G to continue, you experience the drop in quality because the 3G technology is old.
However when you walk back out, it will not do the reverse by setting up a call in LTE. Because there is no guarantee that the 3G cell tower knows about 4G since they are invented before 4G. Even if the tower supports it, the tower side will not try to persuade the phone to switch, because the tower does not know if the phone making the call actually supports LTE.
Calls may fail if they implement the upwards switch, to play it safe and guarantee call stability for the entire network and possibly millions of users staying on 3G/2G, the protocol is designed to never switch upwards in a call.
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