Unless there's a deleted scene showing Ultron do in Strucker who's to say it's not an elaborate ruse where Ultron helps Strucker fake his demise. Strucker could be using the same play that Fury did in TWS. Can't kill you or hunt you if they think you're already dead. Something just doesn't feel right about how they handled it. Especially after the introduction at the end of TWS, it feels like there's something more to all this. We already have Zemo and Crossbones in CW, and they could still bring in Strucker, Robo-Zola or even Red Skull as a twist villain if they want.
My own explanation would be simpler.
Ultron: "Hey, Strucker. I guess your sort of my grand-pappy. Anyway, I'm here to kill you, because lets be honest, your a monster."
Strucker: "Well, if your going to monologue to me for a while before doing it, than how about I offer a counter proposal. I know information that might be valuable to you, that exists only in my head. I give you that, you don't kill me, and my agents will take advantage of your attack to get me out of this prison."
Ultron: "Huh, okay. I think I can get behind that deal."
Strucker: "Excellent! *tells info* Glad we could do business."
Ultron: "Agreed! *blasts Strucker*"
Strucker: "Oww! We had a deal!"
Ultron: "Oh, quit whining, I still need your bloody corpse for my selfie, and your agents should get here long before the wound kills you."