It is nice to have all interior doors the same but I would change that front door to one with some glass or at least the same style as the rest

You could or you could use a hardboard or MDF door upstairs and paint. Done all the time. Your front door, in my humble opinion is fine, doesn't match but it is fine..

The front door looks fine as it is. I wouldn't paint over that beautiful wood grain on the other door.

Where is the wood door compared to front door? Are all interior doors wood like this with wood framing?

My sister used all MDF or hardboard doors upstairs - her builder (as millworkman has commented above) told her and my BIL that it's done all the time in order to save a bit of money. The money spent to add matching wood doors (that will be painted white) upstairs isn't an insignificant amount.

I would prefer that my exterior door matched the style of my interior doors - HOWEVER, since the front door is already there, I would probably leave it. I assume that you have other improvements that you're planning on making that are more important than spending money on a new exterior front door. You can always update the door later after you've lived with it for awhile.

I think cohesiveness is overrated. Certainly, it looks bad to have mismatched doors visible from one another. But upstairs vs. downstairs? Not really.