At present every service in South East Wales bar one goes to/from Cardiff. There is a good reason for that - it is where people want to get to, and can be awkward to drive and expensive to park.
The only exception is the Ebbw Vale to Newport shuttle. That was provided to complement the hourly Ebbw Vale service to Cardiff. The cost of redoubling parts of the Ebbw Vale line was £70m and a further £17m for resignalling. Not cheap. Now take a look at the loadings on the Newport - Ebbw Vale services, compared with those between Cardiff and Ebbw Vale. The Newport shuttle is way less used, and that is with only around a 10min penalty to change at Newport for Cardiff, compared with going direct. I would suggest the £87m upgrade would have been a better investment providing a second direct Cardiff service.
The same would happen with a Maesteg - Bridgend shuttle, and that has less connecting services to Cardiff from Bridgend than Newport. It is not unreasonable to expect passengers to change trains for secondary destinations (like the airport). But Cardiff is THE primary destination in this area.
When the Maesteg line opened in the early 90s, the management of the day had to fight to get the service to run through to Cardiff, as they understood passenger needs, and placed that above operational convenience. Intercity resisted the 'local' trains on the mainline, to avoid delays to Paddington services. I believe the compromise at the time was additional (or upgraded) loops on the mainline. (I know Miskin loops were pre Maesteg reopening, not sure about Pencoed and Tremains).
The argument should be put forward just the same today. Trains need to run to where the majority of passengers want to go.