Probably intended for leisure travellers to Swindon? Shoppers?
Yes, of course you have the place right. The 18:45 back is mighty late for shoppers or leisure people - it's the normal commuter train return time ... late for that, but the morning working is a nonsensical balance.
The best explanation I could could come up with is that the "customer" is the
DfT» , and the requirement it meets is the
SLC▸ ... doing it as cheaply as possible by running the services at times that a unit happens to be spare at Westbury for a couple of hours in the morning and evening.
But I love the 17:30 to Swindon. Please, Mr FGW▸ can you add that permanently to the timetable, together with a matching arrival at about 09:30? 
(In fact
this would be nice!)