Compensation for Delayed Train Due to London Underground Issue

My question is quite specific, and I hope it's on topic here because I'm really unsure where to ask it! If it isn't on topic, as well as marking it as such I would ask that you please help me out by suggesting where to ask! This is a question about UK trains.

Last weekend I took the train from Cambridge to Cheltenham (Spa), via London -- specifically via King's Cross and Paddington. There was a delay on the tube (fire alarm at Baker Street), which meant that I missed my train from Paddington to Cheltenham, and had to get one that got in just over an hour later.

I was under the impression that, because I was delayed by more than 1hr, I was entitled to a full refund of my single ticket. However, GWR weren't interested in paying for the refund, since it wasn't on their train that there was an issue -- and I completely understand and agree with this! However, when I spoke to Customer Service for TfL, I was told that I would be refunded the price of the tube journey -- so about £2.60, or something like that, while the ticket in total cost ~£15.

While GWR, Great Northern, etc operate this "30mins => half refund || 1hr => full refund" policy (with some minor variations between TOCs), do TfL not adhere to this? Should I be able to get the full ~£15 back? If so, I assume it would be from TfL.

On the other hand, since TfL only handle a small part of the journey, if I was say going from Penzance to Aberdeen via London and I was slightly delayed by TfL, but in a way that meant I had to get a train an hour later, it seems unreasonable to expect TfL to fork out some £100+ for the delay...

Any advice would be most appreciated, thanks!