If this was a scheduled service then it must have been a signalling error to go through on the fast. I apologise for thinking you were talking about a stop order on a train, hence my recounting of the issues in the timetable fiasco.
If the train was set to skip stops it should have been announced as cancelled. Even then it would still almost certainly be routed the same way and just come through the platform, much to the annoyance of passengers.
Alternatively there was a reason that the train HAD to use the fast that neither you or I know about. If it was a scheduled service there's no reason for it to be on the wrong line.
I realise I'm guessing here as I wasn't there, but you can surely see there are loads of possible reasons. Neither of us know what they are.
The train involved was 2C15, 0750 Cambridge North to London Kings Cross. As far as I can deduce from both Real Time Trains and my being on the platform 2 at WGC at the time, it was probably expecting to be diverted via the Hertford Loop and to that end was instructed to skip stops after Stevenage - up to that point it had been on time until it reached the queue of trains heading for the Hertford loop. At around this time through running was resumed, with 1T11 0718 Kings Lynn and Kings Lynn to London Kings Cross the first train through WGC which passed platform 2 on the up slow, non stop at line speed just after 0900. Subsequent fast trains were routed along the up fast, but were being crossed to the up slow approaching Hatfield. This being a slow move, the signal on the up fast at WGC was showing a single yellow or red for most trains.
Some time after 1T11 passed, the class 700 that had been working 2C11 0648 Cambridge North to Welwyn Garden City but had been turned back to Stevenage arrived again into platform 1 at WGC and terminated having formed an additional train from Stevenage described as 2W11 on the Open Train Time map, but not shown in Real Time Trains. I suspect this shuttle move had been planned before through running resumed. This set was worked empty via the flyover headshunt to the WGC carriage sidings. By this time 2C15 was just behind 2W11. It was announced as calling at WGC by the automatic Passenger Information System at WGC and again manually by the supervisor and the platform was by this time full. I could see that it continued on the up fast at Digswell Junction and inevitably it was brought to a stand by the up fast signal at WGC (at around 0920) as it queued for the crossover to the up slow at Hatfield. It was not until 14 minutes later at 0934 that 2C17 0825 Cambridge to London Kings Cross was the first train post incident to call at WGC advertised as going to Finsbury Park or King's Cross, some 33 minutes after the first train had passed after service resumed.
I can only judge from the perception of those around me, but up to then the atmosphere was calm, resigned to the delay and to a degree sympathetic to the train operator and staff as being affected by things outside of their control, but 2C15 being announced and then not stopping sharply increased the level of complaint. I work in the industry and this struck me as a (presumably) unintended, but even in these circumstances an avoidable and unnecessary addition of insult to injury to customers who had already endured up to two hours of delay. The Real Time Trains entry for this train illustrates how little was achieved by this skip stopping
http://www.realtimetrains.co.uk/train/G15754/2019/01/14/advanced. It passed booked stops at Knebworth, Welwyn North and Welwyn Garden City without making up any time and lost an additional 20 minutes as it inevitably queued with the other disrupted trains all the way to King's Cross eventually arriving 50 minutes late, despite also omitting Hatfield and Finsbury Park (no trains were calling at Potters Bar).
A pair of class 313s did set off in service towards Hatfield after 2C15, but slightly ahead of 2C17 advertised as going all stations to Alexandra Palace. The supervisor had indicated that buses were ordered to form all stations to Alexandra Palace services, but none had arrived at WGC before this first train to these stations after through working was restored had departed.