What exactly are you entitled to when using a National Rail ticket with a Maltese Cross?
There is a list of allowed transfer stations. Your transfer stations should be "appropriate to the route of the through journey being made". It does not explicitly say what routes you can or cannot take between your transfer stations, but I would assume that the route must be at least somewhat reasonable.
You are explicitly allowed to end your underground journey short, and this is not limited to interchange locations. Indeed the official example given is Oxford Circus which is not an interchange station. However my understanding is if you exit at a non-interchange station you will have to be manually let through the barriers.
There is no mention of zones, and indeed many of the transfer stations are outside zone 1. Out of interest I decided to go through the transfer stations list and split it by zone to get a feel for how far out the transfer stations are.
Zone 1: Aldgate, Baker Street, Bank, Battersea power station, Blackfriars,Cannon Street, Charing Cross, Edgware Road, Embankment, Euston, Euston Square, Farringdon, Kings Cross St Pancras, Lancaster Gate, Liverpool Street, London Bridge, Marylebone, Moorgate, Old Street, Paddington, Southwark, Tower Hill, Victoria, Waterloo,
Zone 1+2: Elephant and Castle
Zone 2: Brixton, Canada water, Finsbury Park, Highbury & Islington,Kensington (Olympia), Kentish Town, Limehouse, Queen's Park,Shadwell, Shepherd's Bush, Vauxhall, West Brompton, West Hampstead, Whitechapel,
Zone 2+3: Greenwich (DLR), Lewisham (DLR), Stratford, Stratford International (DLR), West Ham,
Zone 3: Balham, Blackhorse Road, Ealing Broadway, Seven Sisters, Tottenham Hale, Walthamstow Central, Wimbledon,
Zone 4: Abbey Wood, Barking,Richmond, Woolwich Arsenal, Woolwich (Elizabeth line)
Zone 6: Upminster,
Zone 9: Amersham
It wouldn't surpise me if in-practice TfL let people out at any central-london station, simply because knowing what transfer stations are or are not reasonable for a particular pair of rail stations, and then determining what is or is-not a reasonable route between those stations is too much effort.
For example, holding a ticket to Aylesbury, according to the letter, you are allowed to stop short the transfer at Wembley Park, with the knowledge that you need to use another way to get to Harrow-on-the-Hill.
Curiously neither of the Harrow stations is on the list of transfer stations, even though both seem like perfectly reasonable places to transfer to/from the tube for a cross-london journey.