I do wonder whether Crossrail 2 (wherever it's at currently) will change this - creating a Euston St Pancras mega-station.
It could well do, yes. It isn't a big thing walking from Euston to St Pancras (the quicker backstreet route feels a bit dodgy, I guess, but it doesn't take much longer to walk via the Euston Road), nor really is taking the Tube to Victoria, but crossing London is a big psychological dissuader and likely always will be.
I bet that Kings Cross and St Pancras being named as different stations, despite being so close they could be treated as one, is enough to put some people off.
In some ways, in retrospect, it's a shame the northern outpost of Thameslink wasn't Northampton rather than Bedford, then getting south of London from lots of places on the WCML would be one simple change at MKC. The Southern sort of provides that but only hourly and very slowly.