Yes surely, it makes sense that page number format would apply to an entire section. But footnotes are specific to the sentence they are placed after and not to the section. So while section-based page number format is unlikely to cause inconvenience to users, footnotes being highly context specific and not related to the section, are much more likely to require sentence-level formatting.

I do appreciate what you've explained about the technology used to create this feature; I just hope that going forward the designers may come to appreciate the need for greater sophistication regarding footnote number formatting.