Basically no, XML entities can not do that.
More generally if you parameterize using xslt/xpath the stylesheet can be aware of that structure whereas entities are a simple pre-filter by the xml parser.
Something like
<xsl:stylesheet xmlns:xsl="
http://www.w3.org/1999/XSL/Transform"
xmlns:map="
http://www.w3.org/2005/xpath-functions/map"
xmlns:xs="
http://www.w3.org/2001/XMLSchema"
version="3.0">
<xsl:variable name="files" as="map(xs:string,document-node())">
<xsl:map>
<xsl:for-each select="'arpt','nav','trm'">
<xsl:map-entry key="." select="doc(concat(.,'.xml'))"/>
</xsl:for-each>
</xsl:map>
</xsl:variable>
<xsl:template name="main">
<xsl:sequence select="'arpt is: ', $files ? arpt"/>
<xsl:sequence select="'nav is: ', $files ? nav"/>
<xsl:sequence select="'trm is: ', $files ? trm"/>
</xsl:template>
</xsl:stylesheet>
Produces
$ saxon -it:main en.xsl
<?xml version="1.0" encoding="UTF-8"?>arpt is:
<a/>nav is:
<n/>trm is:
<t/>
given suitable input xml files