There is obviously a benefit in linking together shorter services into one longer one where this is economic in terms of saving stock and staff in comparison to running the services separately.
Through journeys also provide more attractive travel opportunitesfor intermediate stations. Using my own station as an example, although ost journeys from Llanelli will be within south wales, it is undoubtedly a major advantage for rail thats ervices run through to Manchester, meaning that the experience is more competitive with road travel, both for convenience and overall journey time.
Thirty years ago it would have been 'Change at Swansea, Cardiff Central and Crewe', which must be off putting to at least some people contemplating such a journey! Also, to get furthe rafield you ar elooking at one change at Hereford, Shrewsbury, Crewe or Manchester, enabling places like Wolverhampon, Worcester, Leeds and Newxastle (even Glasgow) to be reached far more conveniently.
There is a trade off for those benefits. That comes in the form of knock on disruption. But in my view that is a price that is worth paying, particularly if connections would have to be held for late running evening services in any case.
Back to the original subject, and I can't see that there would be much of a benefit cost wise from linking the Aberdeen - Edinburgh services with an Edinburgh - Newcastle service. Pathing is too much of an issue, and the idea is complicated by the fact that two different TOC's are involved, though that in itself needn't be a fatal obstacle.