No.

Songs and Patterns are not saved in the .X7U File. Nor are they overwritten by loading another .X7U File.
You can save your Songs as .mid Files if you want to save individual copies of each
You can save your Pattern Scenes as individual .mid Files or you can create a Pattern Chain, which can be exported as a single .mid File for each Pattern number.

Songs and Pattern Chains are automatically stored in the internal Song Folder. Press [UTILITY] > “Contents” > “Data Utility” > SONG
Patterns are automatically store in the internal Pattern Folder. Press [UTILITY] > “Contents” > “Data Utility” > PATTERN

All MONTAGE data (including Songs and Patterns) are saved in the BACKUP FILE .X7A

Okay I accept the logic because is the only possibility I have

But is a non sense

Sorry it seems confusing to you. It is NOT the only possibility that you have...

Songs and Patterns are kept in your instrument’s internal memory... Separate from the Performances. This means Songs and Patterns can utilize Performances that have already been transferred to a Library, they can even reference Preset, as well as User Performances.

You can have 5120 Library Performances. The Song and Pattern Folders are internal memory — think of this internal memory as a permanent USB stick that is always plugged into your instrument. It can hold 128 Songs/Pattern Chains, 128 Patterns. It actually makes total sense. You’ll likely discover this as you develop more Performances, Libraries Songs and Patterns.

Songs and Patterns can be *linked* to a Performance no matter which of the 5,120 Library Performances, 2,707 Factory Performances or 640 User Performances in your MONTAGE. When you recall the Song or Pattern it will automatically retrieve its Performance.

We highly recommend you export each Song, Pattern, Pattern Chain, as a .mid File to a USB stick. This way you can move them and retrieve them any time you need/want them. When you have filled all 128+128 on board locations, .mid Files load from USB sticks in seconds, directly to the Play/Rec feature. You can keep an unlimited number of titles on a USB stick.

Want to create a Performance Bank that also includes the Song data?
If you want to install MIDI Song data inside the User Performance, you can (some restrictions apply)... you do so by converting the Song to an “Audition Phrase”, then link the Audition Phrase with the Performance you used to create it. The data will play when you press the [AUDITION] button. When you install your Songs as User Audition Phrases, they can be saved when you save the User Bank, .X7U and they will be installed to your Library.

Song titles installed as Audition Phrases can be safely deleted from your Internal Song Folder... as the Audition data is stored with the Performance data and User Bank.