It is because path aliases are for a single path, so the path alias user/[user:name] is only for user/82.
If you want path aliases for all those other pages, they have to be added separately.
And because they are not pages that are covered by the pathauto module, you cannot use it for those pages.
You can manually add aliases at admin/config/search/path/add but because you can't use tokens there you would have to add aliases manually for each user (which is ridiculous).
The only module I know that can help you out is http://drupal.org/project/subpathauto
The equivalent module for drupal 6 is http://drupal.org/project/subpath_alias
Those modules aim to allow you to do what you desire.
It seems there is currently a bug in the subpathauto module though that is breaking user aliases. See http://drupal.org/node/1851102
I just tested 7.x-1.2 and it is working correctly.
You can get 1.2 from here - http://drupal.org/node/1416736