No U.S. railroad that I'm familiar with (in the West at least) ever used auxiliary fuel tenders with steam locomotives; most roads that needed extra fuel would've simply used larger tenders if possible and/or used larger oil tanks and smaller water tanks in the tenders (steam locomotive fuel oil usually has to be heated before it's piped to the locomotive anyway, so using an extra fuel tender or tank car might not have been practical).

Auxiliary water tenders certainly were used by the C&S/FW&D though, as much of that route also had poor quality water (or very little water at all) and there's really no reason why UP couldn't have done the same; my guess would be that UP simply didn't want to use auxiliary tenders at all (just as it preferred to avoid doubleheading locomotives). There could be some valid reasons that simply haven't been mentioned openly yet; it'd be interesting to see what those reasons were/are.