inspector_blakey, I agreed with almost all you say, but I did make sure that the screen had gone back to the initial menu (i.e. the one from which you start) before I attempted to collect my tickets. As my experience this morning also shows this is a relatively common problem. 

I am also slightly surprised that in this day of electronic ticketing a physical ticket is still required (for example if you fly with Easyjet you can print out your boarding card and use this to access your flight).

Two weeks ago I used one of the self-service machines at Bristol Parkway to pick up pre-paid tickets to Leicester.  I was fairly sure that I had collected all of the tickets and seat reservations before moving away from the machine, but when I went to go through the ticket barriers I found that my outward ticket was missing.  I returned to the ticket office and explained the situation and showed them my booking confirmation.  They checked and said that the machine had issued the ticket (how do they know this for sure?) and that the person behind must of have picked up my ticket.  I asked if, given that I had the booking confirmation with me, they could issue a replacement ticket but they refused and said that I would have to book another single ticket for ^51.  As my train was leaving in 5 mins. and I had to be in Leicester to give a lecture I felt that I had to stump up the ^51. I did write to FGW^▸ (First Great Western) to complain and ask for a refund but received a bland letter in return with no offer of a refund.

Today, I bought a return ticket to Bath from one of the self service ticket machines at Bristol Temple Meads.  When I collected my tickets and receipt there was also a single ticket from Birmingham back to Bristol which the unfortunate person in front of me must of not picked up so I handed this in at the ticket office in the hope that the person whose ticket it was might call back and collect it once they had realised it was missing.

Hence the problem I previously encountered with the self service ticket machine was obviously more common that might be expected. On the extra ticket I picked up today, it was noticeable that the printing on the ticket was slightly smudged so perhaps the ticket machine was having a problem printing out the ticket and this is what caused the delay in delivering the ticket. 

I would therefore caution anyone using these machines to check very carefully that all of the tickets have been issued before moving away from the machine.  In the instance of a missed ticket, I would be very interested to hear the reasons why FGW refuse to issue a replacement ticket even on presentation on proof of purchase and how reliable is their system for determining when a ticket has actually been issued form one of these machines.