I'v redirected this to pkgsrc-users.

  when I build a package that depends on packages that are already
  installed under an older version the build stops and asks me to
  pkg_delete  the old one. So I delete and run make again.

You can use make replace on the old package to update it without
removing dependencies.  But, the ABI might change in the package being
updated, and thus things might not work.

  Since what i'm doing does not require great intelligence I can't
  understand why this process can't be automated.

It does, unfortunately, since you need to know when there are ABI
changes, and many packages (upstream) are sloppy about this.

See pkgtools/pkg_rolling-replace.  This can be use to get all your
packages up to date, and I generally find that's helpful before building
something new and hairy.  It will only build each package once.