I can see exactly how it will pan out Sim, just as you pull in to Stevenage the ticket inspector will come and check your ticket. On seeing your first ticket he'll question why you aren't getting up to alight from the train (obviously in a really nasal voice), at which point you will produce your second ticket for the continuation of your journey. This is the point at which I foresee him uttering the words "I'm afraid your ticket is only valid if you leave the train at Stevenage sir". You'll have to disembark the train and re-board to be greeted by your new friend "your second ticket is only valid for new passengers on this service, you have already been on this train so you will have to purchase a new ticket".
And you just know train employees like Ernest will wank off to this scenario.