user/login is not a node, its a system page and therefore it doesn't have any node id, url alias or section to override on. But section id / last accessed page is stored in session, so it would be technically possible to add support for something like this. It should also be possible when the login page is embedded in a "You don't have sufficient access rights" error page.
But it currently not supported so you need to create a enhancement request for it and solve your needs in another way until it is fixed. ( solve it in the template or create your own user module where you add such features ).
