Lots at play here so I’ll do my best to explain.
Wimbledon has the extra option of an LU only fare as you point out. Yes you could change at Clapham Junction and West Brompton but why would you when you’re almost certain to be quicker on one train.
Where fares are guaranteed to be mixed (late adopting NR and LU involving zone 1) with the option to change at a zone 1/2 interchange (eg Vauxhall) then there will usually be a separate fare for that change. It’s different if the single fares for NR to zone 2 plus a zone 1 LU are cheaper than the mixed mode fare for the whole journey, otherwise the through fare is charged instead. This applies to stations within zones 1-6 where the NR fares are set centrally rather than by the individual TOCs.
Epsom is outside zone 6 so the fares are set by SWR and they choose to treat Vauxhall as a zone 1 station. This is an anomaly which I’ve never understood, but TfL can only do what they are told. They’ve set up the option to change at Vauxhall in case SWR change their mind.