The GWR, like most companies to the north and west of London, were not very interested in commuter traffic - they had bigger fish to fry, such as freight (coal in particular) and long-distance express services.
Railway companies operating to he south (and east) of London had no coal traffic and their scope for long-distance services was limited by the proximity of the coast, so they were always more inclined to cultivate their commuter markets. Direct trains to London from a widely spread network were possible in the south - the GWR found it was a better use of track capacity to serve several branches from one main line train by providing connections.
Remember also that the original GWR was designed by Brunel to go from London to Bristol by the most direct route possible. Places like Windsor, Marlow, Henley and Oxford, which could have been served relatively easily, were spurned and found themselves only later connected to the main line by shuttles. (Doubtless the same fate could have befallen Reading and Bath if Brunel's preferred route hadn't passed through those towns)