Edit: +1 for Bakabaka'sVincent's answer above (unless you need editable paths)
Unfortunately I don't believe this is possible. As you've discovered, compound paths are designed to share attributes like fills and gradients, releasing the compound path simply copies these attributes onto the 'new' objects rather than creating new swatches to mimic the previous compound style.
What are you trying to achieve? If you post your end goals we might be able to suggest a different process to achieve what you want.