Let's see...
Firstly you can't use the 'direct train' rule because the ticket says Kings Cross instead of London Terminals.
Next, both St. Pancras and Kings Cross are part of the London Group. All mapped routes (using ECML) require you to travel through Finsbury Park (map KE), which the trains to St. Pancras do, so it is indeed a mapped route for this journey between Cambridge and London Group.
Finally, the rules have this poorly-worded paragraph that can be interpreted in several different ways.
LONDON GROUP STATIONS
These stations form the London Group of routeing points for travel from to or via London.
Customers may travel to or via any of the stations which is on the permitted route or train
service for the journey being made.
If you decided St. Pancras is on a permitted route, then everything here is logically consistent and you may travel "to" it.
If you board a train to St. Pancras, then you "may travel to" "any of the stations (St. Pancras) which is on the " "train service for the journey being made" - you can say St. Pancras is on that train service.
If you decided St. Pancras was not on a permitted route, then that sentence doesn't apply - the paragraph tells you nothing useful - yet you'd still be left with it being on a mapped route (map KE) and have nothing to say you can't travel that way - a contradiction.
So on balance I'd suggest it's likely to be valid to St. Pancras but it's not as clear as it ought to be.