I don't understand why the Military, in particular, don't change the type of service when I enter CAS
They're probably just a bit more laid back. Save some extra radio chatter.
But what type of service do they reckon they are providing in CAS
Who cares? You've physically crossed the line and entered controlled airspace. It can't be any of the "ATSOCAS" because it is used outside. Follow instructions, and advise early if you cannot maintain VFR or if it takes you into terrain. You can't go too far wrong!