Similarly to Moorthorpe (and Darton on the Penistone line), South Elmsall is considered to be within both South and West Yorkshire for ticketing purposes, even though it's physically located in West Yorkshire as you say. So journeys between South Elmsall and stations in either county are priced in accordance with the South and West Yorkshire PTEs' pricing policies, and zonal tickets from both PTEs are valid there.
This is generally a good thing as it means that people travelling from there aren't charged substantially more to travel to Sheffield than they are to travel to Leeds/Bradford (as is the case from Fitzwilliam one station down the line, and as happens with the WY & GM boundaries, where there's no "joint" station). But it does have the disadvantage that you state, namely that the evening peak restrictions apply to local journeys in both directions.
One way around it is to buy an "overdistance" ticket, although this doesn't always necessarily save you money.
