Unfortunately it doesn't work the same as appSettings. With appSettings the external file will override the settings of the same name in Web.config and we don't include the user.config file so we don't overwrite custom settings.
You can put other sections of Web.config in separate files but it its not an override its just moving the section to that file. So even if we move it to another file it will replace that file on upgrade, whereas we don't ship a user.config so it never overwrites an existing one. You could use a custom named file but then you'd be back to editing the Web.config again to point to your custom file(s).
I wish all the sections supported overrides from user.config, it would make things a lot easier.