I was having the same issue, and I found out in the file: class-wc-settings-checkout.php
line 204:
return apply_filters( 'woocommerce_get_settings_' . $this->id, $settings );
It doesn’t even have the $current_section parameter.
The method output() from that same class, shows us that it’s because it is reserving those sections for Payment Gateways.
So, the only alternative is to skip the woocommerce_get_sections_checkout hook and use only woocommerce_get_settings_checkout to add the fields under the first section.
