Hi Michael,
There are two trains a day direct between Battersea Park and other Windrush line stations towards Dalston Junction. These are run to retain route knowledge for drivers for when engineering works close the line to Clapham Junction. At all other times you need to use a Southern service to Clapham Junction before picking up the Windrush line, so the fares charged reflect that reality. There is no way for the Oyster system to detect that you’ve taken the direct route.