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I think the reason for it is because most lines have extra trains in one direction only at peak times so trains aren't simply turning round and going back where they came from. From looking at the timetables for Liverpool trains there are a number of instances where it is quicker to change.
There is an 07:49 Stockport to Liverpool (orginating from Buxton) which arrives at 09:24. Changing at Oxford Rd means you can arrive at 08:58. Waiting for the next Liverpool train at Stockport (departing 08:27) means you can arrive at 09:29.
The Northern Rail 08:01 Huddersfield to Liverpool arrives 10:05 The TP Express 08:28 Huddersfield to Liverpool arrives 09:57 and calls at Stalybridge meaning passengers from Slaithwaite, Marsden, Greenfield and Mossley can get to Liverpool quicker by changing at Stalybridge. The reverse also appiles on some afternoon/evening trains.
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