This suggests that there is something different about the Shepherds
Bushes whereby they are treated as a single station.

That may be true for oyster but it's not true for paper tickets as I
found out once.
I bought a ticket from the LO machine for a journey to Stansted
Airport, which said
Shepherds Bush LO (or something to that effect, possibly "NR") and had
a "+" sign.
So I then crossed the road to the tube station to get the central
line. The gate validator didn't let me in,
and on showing the ticket to the man he said that the "+" meant I
could use the ticket on the tube only
if I had already got on a real train that started at Shepherds Bush
LO.

I suggested that to abide by the rules I should take a train to West
Brompton and change at Ealing Broadway to get to the other side of the
gate, to which he agreed.