Another consideration, as I understand it, is that a wide firebox over a trailing axle can have a bigger ashpan. For the LNER (and LMSR), this was needed to allow longer-distance trains to run without changing locomotive - and therefore removing a relatively lengthy stop. The GWR didn't have much demand for long runs by a single locomotive, so didn't need the large ashpan that the wide fireboxes permitted.
I thought it was this, plus the fact that on long runs clinker would build up across the firebox bars, so reducing the burning capacity of the firebox - rather than randrippley's point regarding lower calorific coal as such. Yes, he's right that to get the same heat out, you have to burn more - simple physics/thermodynamics - but a smaller firebox would have been perfectly capable of doing enough at the start of a long trip.
And, to the OP, it wasn't just Gresley that needed the wide fireboxes, Stanier agreed, of course, as did Bulleid (though I'm less convinced the SR needed pacifics).
All of which points to the fact that the really heroic enginemanship in the 1935 ? ... let me google it ... 1936 non-stop LMS runs from Euston to Glasgow and Edinburgh was not 6201 Princess Elizabeth on the Glasgow run, but the Edinburgh portion worked by .... a 4-4-0 compound! (IIRC). I suspect the loads were quite light for the compound though.