Technically speaking the CountyCard is a PTE product and the train you are on must stop at the station where you transfer from one ticket to another. However I am aware that is not rigorously enforced, especially on the North West side. This is especially the case when travelling to say Preston or Blackpool as the fare from Blackrod to Blackpool is the same as from Bolton to Blackpool, so it doesn't really matter as the correct fare has been paid. For shorter journeys however to say Chorley, if the fare from Blackrod was different to that from Bolton I personally would be inclined to insist on you having a Bolton ticket.
There is much confusion in that respect, not least as ticket offices do tell people it is quite ok (which technically it isn't!). It would be more helpful if the information given by the ticket offices is clearer.
In West Yorkshire, Metro produces a handy leaflet "Cross Boundary Bus & Train Travel" which stipulates all the rules very clearly, and even gives timetables and guidelines to different trains and routes where you need what combination of tickets. This is very helpful. Ticket offices over that side seem more interested in selling the correct ticket, and the instances of people using a Metro card say to Micklefield, then having a Micklefield to York ticket are extremely rare on our TPE trains. The instances of folk having GMPTE tickets and then a variety of add ons from stations we never even stop at are far higher though.
I suspect that over time the rather more laxydasical attitude to Revenue Protection on the western side (both Northern & TPE and FNW before that) has allowed what in theory is incorrect to become impressed in folklore as "being all right as no one bothers".