Hi Michael,
The dotted lines on the tube map are described as “less than a 10 minute walk” as opposed to an out-of-station-interchange, although the circle for the station does mean interchange, so I guess it’s a bit confusing. Unless they have added an OSI since the list was last published, using that interchange will result in two fares. Under normal circumstances there is little point in an OSI between those stations because just about any journey can be made without resorting to walking down the street.
On the other matter, direct trains only run on a few days a year when engineering diversions mean trains pass through Primrose Hill. I don’t think TfL will entertain defining that as a default route when it isn’t available for most of the time. As someone who might benefit when it does happen, feel free to request that they consider it. It’s probably best to send an email or fill out a help an contact webform, but a phone call to the helpdesk might result in them taking details and calling you back later on.