There is a section that talks about Soulcasting buildings from the air itself (I believe it was a barracks they were going to make). I have no idea where in the book that is so I can't get a quote, but if they could Soulcast a building from air, why not a bridge?
This brings up another good question. I'm pretty sure you're right, buildings were talked about being made out of thin air, however, everything else that i can remember was turned into X from Y. Why was this necessary when they could make stuff out of thin air? Is it more difficult to do that? Or can they only do it with stone (buildings were stone)? Or is it maybe more time consuming?
Crazy theory: When making the buildings, they obviously didn't have some huge box to change into stone to be a structure, so they had to do the more difficult procedure of making it from thin air. My guess is that making the stone from thin air wasn't instant, and took some time. Possibly building it by adding layer by layer of sediment to the building to create it. This would be terribly time consuming. Possibly more time consuming than just plain building a bridge. We never actually see any buildings being soulcast, nor is the process ever described beyond something like "Our ancestors soulcast this place X thousand years ago!" or "We soulcast this place so many years ago, and have slowly been adding/changing it!"
Edit: Further thought - Maybe soulcasting something into existence requires a reduplicating of the natural process to create it (e.g. depositing stone layer by layer like sedimentary runoff would do, creating an apple requires creating a bud, which flowers, then becomes and apple, etc.) and is either more difficult and/or time consuming than going "Hey, stone, you're now a loaf of bread"