That's not the way that the csfLookupConfig works. It controls whether a type of file is found using the CSF mechanism or not, and doesn't tell it locations where to find/read a file.
So if you have:
it tells it that both of these files will look in the setup.loc locations for each file - that is not the default behaviour for these files (for historical reasons, because both files pre-date the CSF mechanism being introduced).
With .cdsenv, it will load all the files that it finds in setup.loc locations, with the top-most entry in the setup.loc winning over the lower level entries - so that the first is the most-specific.
With the .cdsinit, it loads the first file found only. If you want to load the others, you'd need to carry on the search yourself for other locations to load from, but you can encode that in some central .cdsinit yourself to have the logic where to look.