It's being faithful to the original cartoon version of Ultra Magnus, which the MP designers seem to prioritise with the gimmicks and features, which had no sign of an inner robot before Dreamwave retconned one into it. Going by the original series animation (best to watch on mute), the cab usually folds straight into the trailer to form the robot mode, or change colours as it morphs into the robot mode or truck mode.
There was one instance in the cartoon (The Rebirth I think) where he had the trailer appear and attach like Optimus Prime's trailer, but that could have been one animator assuming that the trailer was like Prime's, in that it wasn't part of the robot mode... or it was just done intentionally to visually match up to Optimus who was next to him.