That isn't how it works - if you are offered a ticket for a route then it is valid, but in this case it doesn't offer a ticket - that is just the quickest available journey at that time but there is no valid ticket for that journey, you would have to split
I tried Lockerbie to Glasgow via Haymarket on NRE (non-mobile site) departing at 1634 tomorrow; NRE offers two tickets, priced at a total of £35.60, and hands the request to the TPE site, which states there will be two tickets for the journey. The site does handle the request.
I did the same search using Trainsplit, which came up with £34.60, a quid cheaper, due to the split point being Falkirk rather than Haymarket.
As others have said, the mobile version of NRE has limited functionality compared to the full version.
Any permitted ticket, route planner appearing to show it as a valid route, if its wrong then surely that could be an internal railway matter if I bought an any permitted anytime ticket
I don't think any retailers are offering a ticket from Lockerbie to Glasgow with an itinerary via Edinburgh. But if that did happen, I agree that it would need to be honoured.
The screenshot you provided earlier, from the limited mobile version, didn't mention fares