Only because it's nearly happened to me during Summer when I travelled Birmingham New Street to Crewe on split tickets since it was the cheapest option. Bought a Birmingham New Street to Stafford on a paper ticket from a TVM and then during the train journey I bought an advance ticket Stafford to Crewe saving myself around £10. There were no ticket checks on train until after Stafford when the guard came and checked my Stafford to Crewe ticket. He then started shouting me why I only have a Stafford to Crewe ticket as he didn't see me get on at Stafford. Glad I still had my Birmingham to Stafford paper ticket to back myself up as could've easily been that silly beggar and put my ticket into the bin!
Best thing to do, and I understand the case study posed could happen, is to retain any paper stuff you get nowadays, from the railway as well as other organisations, and if you don't have a filing system of sorts at home, photograph it, or scan it. Just do something so you always have a copy incase you are queried on things. It's arguably an over-the-top approach, but it's belt and braces and makes me feel a bit safer.You obviously knew to keep your tickets in hand until you left the station. That way you have proof of what you're saying and it'll be ok when you're asked for them, and it's part of your responsibility when travelling by rail not to dispose of stuff before the journey is completed.
While edge cases exist, you need to take account of the situation and not dispose of any tickets you had for your journey. The buck stops with you, ultimately, and if you don't have the correct ticket or proof of payment in your possession, then you can't argue when you're stopped by revenue.