In the movie, Ultron wasn't always present in only one single robot at a time. There were numerous scenes where he was actively controlling / in the bodies of multiple robots. For example when he shows the twins what he is building, there are dozens of robotic bodies all being controlled by him simultaneously.
To the point about the movie focusing on one substantial robot body, there is an excellent explanation: extremely limited quantities of vibranium.
My understanding was that a large part of what lifted the city up was also vibranium. So I don't feel the vibranium was so scarce he could only afford himself one master unit. But his goal was to control the mind gem in Vision's body, which would have been quite unique, and was his end goal.