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Only if the ticket collector is actually bothered --- old post above --- --- new post below ---
It also says that for Westbury to Cardiff via Taunton but I've done that with a standard ticket.
Not a permitted route though, just like your query of SWI-PNZ via RDG. So NRE is right in offering multiple tickets for WSB-CDF via TAU. You could've been subject to an excess fare for being off route.
Permitted route for WSB-CDF according to the Routeing Guide is on map CE only.