I suspect it would be because Gatwick Express is a single journey in and of itself. Fares for onward travel aren’t combined with it as they are for other journeys just being charged separately. It’s a GatEx fare and a TfL single as Mike says.
As the TfL site only shows single journey fares, even when made up of lots of legs, the GatEx/LU combination being charged separately don’t meet the ‘single fare’ criteria so aren’t shown. Potentially confusing, as you say.