You can. Buy an Any Permitted Super Off Peak Single or Return from London to Kyle from the retailer of your choice, then buy a room supplement from CS (perhaps best the other way round in case CS are sold out). It might not be cheaper but it does give you what you want.
This is true - and most people reading this forum would have little difficulty obtaining that ticket - but have you been through the process to actually do this?
Sometimes I've suggested to people to get their ticket this way but then they always need some help in actually doing it.
To take as an example, buying a through ticket to Mallaig on the FW sleeper, here are some of the obstacles:
1) Starting on the CS website, 'Mallaig' is not offered as a destination. The only way to find out (via their website) that it's possible to book such a ticket is to click on the "what's this" link by the "room supplement only" tick box, which takes you to a page that explains you can combine a room supplement with various types of ticket (ticket types that are likely not to mean much to a casual user). It's not explicitly explained that you can use it combined with a ticket that starts / finishes away from the sleeper destinations.
2) Let's say you start at NRE website. If you search for London-Mallaig, it'll give you the connection that involves getting the Lowlander to Glasgow then a day train up the WHL (because using the FW sleeper doesn't get you there any earlier). Ok, so this is a quirk specific to Mallaig, but it immediately excludes use of the FW portion for anyone unaware of it as a possibility)
3) If you select that connection on NRE, it directs you to the Virgin trains booking engine. I've just tried this for a number of dates - in each case, the VT page comes back with "No tickets are available, please refine your search". Changing times/dates and resubmitting seems to return the same error.
4) Ok, so give up on the Virgin Trains site. I happen to know that the Scotrail one is a bit better - but most people wouldn't. Anyway, let's try the Scotrail site.
5) Some dates on the Scotrail site return the same "No tickets available" message. However, I can get *some* dates (which don't work on the VT site) to take me through to the next stage of the booking process.
6) The Scotrail site informs me that it's a sleeper service, and asks my gender. Then it gives me ticket prices, with an indication that there's a supplement. Nothing about the cost of the supplement though.
7) So I choose one of those fares. The next page offers me a tick box for a "seated supplement". I can give contact details if booking a berth (no explanation of what a "berth" means) but I can't proceed to the next page without selecting a "seated supplement". Let's suppose I'm a particularly determined customer, and even though I want a bed, I tick the "seated supplement" box in order to get to the next page. Now a message says: "1 reclining seats to be reserved. If you would prefer a berth, please search again". If I click on the "search again" link I am returned to stage (6).
8) Yup, I am now caught in an endless loop between stages 6 and 7! You might wonder if this is because, behind the scenes, there are no berths available on that date, and to escape the loop I have to select a day where there is availability. But I am looking at midweek in October, and checking CS's website confirms there's availability on the Glasgow sleeper that night.
How would I actually go about buying this ticket? I'd fiddle with the booking engines to give me an off-peak single from London to Mallaig, even if I'd have to 'pretend' to be using a different set of connections. Then I'd go and do the supplement on the CS website. But that would require me being confident about the validity of that off-peak single, being able to fiddle the booking engines, and not minding having no reservation on the intended connection to Mallaig. All this is way beyond the understanding or patience of the 'normal' customer and certainly any foreign customer with zero knowledge of the UK ticket system.
I think the only plausible way would be for them to phone up CS (can they book tickets to/from non sleeper destinations for you?) or go in person to a station ticket office and hope that the person at the desk knows how to book sleepers. Even so they'd likely end up booked on the lowlander and miss the opportunity to do the FW portion.