A boundary zone ticket is in effect an excess- the combination has the same validity as a single ticket for the whole journey. Thus there is no need for the train to stop at the last station in the Zones, and if there is a choice of routes, all are valid rather than only the one passing through the chosen station.
For example, Travelcard plus BZ6-Reading would allow travel from Waterloo, or Paddington fast services. A Hayes & Harlington-Reading ticket instead of a BZ ticket would limit me to trains from Paddington, and if the Travelcard is only a Day Travelcard, services which stop at H&H.
Additionally, it means that the customer or ticket seller don't need to check a map to find the relevant station, and BZ tickets are generally cheaper (not always- a point-to-point ticket can be cheaper, and is still valid subject to the above caveats).