Earlier quoted context omitted.
Why is it illegal and how do they enforce it? I know that something similar happens with airplane tickets but they get you with the luggage and with terms & conditions AFAIK. How is it similar/different with train tickets?
It is illegal because the railway byelaws make it illegal. The railway doesn't just have its own law, it also has its own police force, The British Transport Police, though as far as I know they don't do the ticket enforcement. You are not allowed to break a journey either, so a ticket inspector can spot a ticket for a longer journey at one end of the other. The multiple tickets ruse is more of a grey area.
Rules vary by train company and route. In general you cannot break your outward journey (except for necessary changes of train) but you can break your return journey.
Source: https://www.splityourticket.co.uk/info/fare-types.aspx
I've already dealt with the legality of split ticketing in another post.