Referencing a 1976 Indiana road map, the 4 lane section of US 41 north from Terre Haute was complete, as was the stretch at Veedersburg. IN-63 was only 4-lanes to Clinton, and another small stretch just north of US 36. The rest of this route at this time was still marked as a secondary route, with a few jogs, and US 41 was shown as a primary route. I am sure most people were still selecting the US 41 route at this time.
My guess is IN-63 was the chosen route for some time. It is a little more direct. The terrain to build is much more favorable than trying to go through Turkey Run. Also, you would have had to build bypasses for Rockville and Attica, where IN-63 doesn't really go through any towns.
Using IN-63 made sense, what doesn't make sense is INDOT's continuing refusal to switch the routes. This was part of a ongoing plan to link Chicago and Evansville with a 4-lane route, it should have the US 41 designation the entire length. INDOT eagerly yanks US routes out of places like South Bend, Ft. Wayne, Indy, even Terre Haute, but can't do it in Rockville.
As for the interchange stubs at Veedersburg and IN-63/US-36, that is a common practice at many interchanges. It helps traffic flow around turning cars, and even if there is no current plans, should the road ever need to be widened, bridge replacement will not be necessary.