If you are going to go from Hebden Bridge to Leeds via Bradford, then I agree that you need a Hebden Bridge-Leeds ticket (but see the Edit below). But if you are going to go to Leeds on the Hebden Bridge-Sowerby Bridge-Brighouse-Mirfield-Leeds train, then I think that you need only a Hebden Bridge-Mirfield single at £4.40.
Edit: if I ask the VT East Coast website to give me Nottingham-Huddersfield fares for journeys via Leeds and calling at Halifax, the basic Nottingham-Huddersfield fares are shown as available for the route Nottingham-Sheffield-Leeds-Bradford Interchange-Halifax-Huddersfield. If that's correct, and you are going to go from Hebden Bridge to Leeds via Bradford Interchange, you need only a Hebden Bridge-Halifax single.