OpenBSD doesn't work like that, either. The OpenBSD people reinvented Mewburn rc just over six years ago. None of FreeBSD, TrueOS/PC-BSD, FreeNAS, OpenBSD, NetBSD, DragonFly BSD have a single rc file containing everything.
With the sole exception of MirOS BSD as far as I am aware, the world has actually let go of that idea.
That's ... over a decade out of date.
Re-pitching my comment at that specific configuration: it wasn't elegant, but it could be coerced to do what I wanted.