The biggest issue would look to be platform length. LO trains are currently 100m long, Thameslink are 240m long. To extend Upper Holloway platforms would mean reconstructing the Holloway Road overbridge or abolishing the goods loop. Crouch Hill requires either Crouch Hill Road or Mount Pleasant Villas bridges to be rebuilt, Harringay Green lanes requires an accomodation underbridge to be rebuilt, South Tottenham would require a Bridge reconstruction and the junction at the east end moving. Blackhorse Rd requires a slither of school playing field, Walthamstown Queens Road and Leyton Midland Road both require one or t'other bridges at either end reconstructed, Wanstead park again 1/2 bridges rebuilt, and Barking Riverside. Leytonstone High Road is the only station that looks to be able to take 12-car platforms without any problems. Several stations could avoid bridge reconstruction by only taking 8-car trains, but then you are limited in which Thameslink trains you could send through to the GOBLIN.
8-Car trains are 160m long, so you'd still be nearly doubling the length of every platform on the Line. You'd also have to check the signal spacing and headways, train standage at junctions etc. There's a lot more to running trains than just having physical tracks.
There is also the question of reducing capacity on the MML to give to the GOBLIN. Which patterns are you diverting and is that a good use of the trains to provide circuitous capacity to North london rather than being able to shuttle people in from St Albans, Luton or Bedford?
Given that there is a flat junction at Blackfriars where the entire Thameslink service splits, a flat junction on either branch north of the St Pancras flying junction doesn't seem like a show-stopper.
It may not be a show stopper but it doesn't help performance.
Isn't there (from memory) some kind of van parking facility on the curve?
There is a car park but it's not a structure.