According to the documentation, you can set units at the station level:
https://apidocs.tempestwx.com/reference/get_observations-stn-station-id
But not at the device level:
https://apidocs.tempestwx.com/reference/getobservationsbydeviceid-1
Is this true? Why?
its true. Why? I don’t know. I’m surprised it is even available for station level access. I would have expected it to always use the default units and you have to convert the values yourself. So the real question is, why is it available for station level in the first place? (not that I mind it is available).
It just seems strange to me to implement it at the station level but not the device level
sure, but my answer is that it is strange to implement it at the station level. I don’t know why they made these implementation choices.
Units are how you would like to view your data. When you set the units at station level you are simply selecting how you wish to view the data. The data from Tempest travels via your hub to Weatherflow in the standard units.
I could be corrected because I did not build the design but that is how I believe it works, and would also be how I would design the data flow into and out of the Weatherflow database.
Just think about the complexity if their database actually received different units from different hubs (or stations)?
cheers Ian 
their database only uses one set of SI units. The hub sends data to the database is those units. That’s not the issue.
The “problem” is when you get data out of the database. The API requests data from that database. If you request it at device level you get to see data using those SI units. But someone made an effort to convert that data, on the fly I assume, to silly units when you ask it to do so, at the station level.
WeatherFlow Support’s answer to this question via my support ticket:
That is correct, units are set at the station level. That is just how it was designed. It’s a great feature request, we want to improve upon the existing capabilities and functionality.