I suspect the Paddington/Marylebone OSI is also partly there for those occasions when there is a train blockage between Birmingham and Euston (WCML) and travellers are diverted onto the Birmingham to Marylebone route. And vice versa.
Marylebone tube is not really designed for dealing with heavily loaded express train surges of passengers so having nearby OSI to Paddington (and other Local tube options) makes sense in terms of onward journeys in a safe and quick way.
May make even more sense once the Lizzie line is fully operational, to allow continuations from zonal train journeys into Marylebone (not served) to Lizzie Line destinations. (I assume there are some..haven’t checked, not my line, I’m local to Marylebone)
A list of station pairs that offer interchanges that are under half a mile and not benefiting from an OSI would be useful as part of a campaigning list including the dotted not OSI–avoiding the two long outliers mentioned by Mike would be useful.
Maybe combined with a list of station pairs that benefit from the “short journey just over a zone boundary” discount (e.g. St Johns Wood to Baker Street/Marylebone gets a discount in peak so isn’t the full cost of Z2 to Z1 peak fare om Oyster)