Since you would be back on a westerly course by the time you reached the new altitude anyway, it would not make sense. Better to spend the mental bandwidth on being extra vigilant, especially if you're turning over busy waypoints.
The odd/even altitude rule is not hard and fast inflexible, and you can deviate as necessary for operational reasons. In IFR ops, including airlines, wrong-way flight is not uncommon and that's obviously done in coordination with ATC, or at their request. It is one of several layers of defense against midairs, so you should comply to the extant practical.