It appears to me as though
@cygnus44 is getting confused and also wants to have his cake and eat it.
Tickets are the same price wherever you purchase them from, be it online, a ticket office or ticket machine (there are a handful of exceptions like the recent Northern £1 promotion fares that are only available through a specific TOC website but that isn't really relevent to this discussion). Some third part retailers charge a booking fee when you buy a ticket from them. Trainsplit does not charge a booking fee.
There is nothing to stop you researching your own journeys to see if there is a combination of tickets avaiulable that is cheaper than the through fare. I've done this regularly - indeed one of my favourite splits is when travelling from Stevenage to Bath, I can save an absolute fortune by using a day travelcard, Boundary Zone 6 to Didcot and Didcot to Swindon and Swindon to Bath tickets. You can purchase the combination of tickets from any retailer of your choosing. I always buy this combination of tickets at my local ticket office and obtain a seat reservation. This is because Bounbdary Zone tickets cannot be purchased online.
More recently online retailers like Trainsplit have come along. They will do the leg work for you and identify if a combination of tickets is available for a journey. This is particularly useful, especially where Advance tickets that are quota controlled is involved. These online retailers charge a share of saving fee, Trainsplit is currently 15%. One advantage of using a site like this is you have one through itinerary and the tickets are all on one PDF file or booking reference number (if collecting at a ticket machine).
People who want to have their cake and eat it use sites like Trainsplit to identify combinations of tickets and then purchasing them elsewhere. Is it illegal - no and it cannot really be stopped. But if you must do this then at least purchase the tickets individually through Trainsplit so they do at least get some money from the train company on whose behalf they are selling the tickets. If you do this you won't pay a share of saving fee but you will have the inconvenience of multiple PDFs or booking reference numbers.