That's Prime... Note that many of the temperature units are functions rather than 'simple' units, due to the fact that conversion requires more than simple multiplication with a constant.
Because of poor error handling.
Slightly longer answer:
Because (as you noted) °F is a function. You can't multiply by °F for the same reason you can't multiply by any other function (numerically). You can only multiply by a scalar or matrix. The °F function can only be applied to a scalar or matrix, not multiplied by one.
I asked my colleague from NIST why you have R in the unit of entropy, and in thermal conduction unit F. He answered that it is easier to change the US Constitution than to teach American engineers to use R in the thermal conductivity unit, rather than F.