Thinking of the two pairs of cities: Bath and Bristol vs Leeds and Bradford. In each case, one of the pair offers interchange with long distance services. Distances between the two pairs are similar. Let's look at the costs.

The distance:

Leeds to Bradford is either 9.4 dieselly miles over the hills or 13.6 miles (around the hills, but direct trains and electrified).

Bath to Bristol is 11.5 dieselly miles.

The fares:

Leeds & Bradford (both stations)

There's no period return.

Anytime day return: £9.20
Off-peak day return: £7.80
Anytime day single: £5.80
Advance single: ~£2.90 (Widely available and at a short horizon)

Bath & Bristol

Anytime return: £21.00 (Outward validity, five days, return within a month)
Anytime day return: £11.60
Off-peak day return: £10.20
Anytime day single: £10.50
Off-peak day single: £10.20
Advance single: not available.

My takeaway from this: GWR^▸ (Great Western Railway) makes it quite expensive to travel a short distance on their rail network in order to make a longer journey on someone else's rail network.

Someone from Bradford accessing the Crosscountry network for travel away from home for a few days may take advantage of two plentifully available advance singles and pay ~£6 return. From Bath, and a journey via Bristol, the same journey pattern will add £21 to the cost of a longer rail journey.

(This will not be specific to Bath: there are a large number of possible starting points that feed in to Bristol: having checked a few, advance tickets are available for some but not at short horizons, and the advance tickets I found discounted the full price single by only a pound.)

Also, of course, the IEPs^▸ (Intercity Express Program / Project - replacement for HSTs.) aside, peak-time services Bath to Bristol have long-term been wildly capacity-constrained so GWR is over many years doing what they can with what they have and an element of the pricing may be demand suppression.

Mark