Well you could argue it the other way that they should have been PF’d from Paddington
Perhaps they should have been, but there is never an obligation to issue a Penalty Fare. It is always down to the individual Authorised Collector. If they, in their infinite wisdom, decide to issue the Penalty Fare from a station different to the passenger's actual origin - the passenger having correctly declared their actual origin - that is on them. In the same way that the Penalty Fares Scheme gives not a jot about your intent to avoid any fare, the rules give not a jot about whether a defect in a Penalty Fare is intentional or not.
Pity our society is moving in more of a direction of ‘I know my rights’ rather than ‘I know my responsibilities’!
Ultimately this section of the forum is here to assist those who have had post-travel problems. OP is one of those, and so investigating possible defences or grounds of appeal is exactly what we are here for. You could call us the equivalent of the infamous "Mr Loophole" solicitor, but at the end of the day the Penalty Fares Regulations set out limitations for a reason and breaching them must have some consequence.
The situation the OP finds themselves in could be said to be the fault of the rail industry in the first place - because they don't provide one single tool you can use to conclusively say what routes a ticket is valid for, and because it's impossible to rely on the advice given by ticket offices or other staff members as being accurate, because it often won't be.
It's also not exactly as if GWR and the other TOCs don't have enough on their plate to sort out, regarding knowing and honouring their own responsibilities, e.g. with respect to compensation and respecting ticket holders' contractual rights!