Because they tell you before you get to the last station in the zone. You can get off, tap out & buy a ticket to wherever you’re going from that station.
Take my routine train home when worked in central London. It's an 1805 from Waterloo towards Weymouth and Poole, in the country's South West. Most people boarding the train at Waterloo are going to be on it for an hour or two, getting home - London's internal fares are obviously irrelevant. But, technically the train is stopping one more time inside London, and thus TfL's Oyster fares are valid for that one stop, at Clapham Junction although as timetabled this train isn't for Clapham Junction, you could leave there and your Oyster would work. This stop is for picking up passengers. Indeed sometimes I might catch my train there if circumstances made it impossible to be sure I'd reach Waterloo early enough.
So there's an announcement. Your Oyster (or contactless) is not valid for travel beyond London, and this train isn't even really for internal travel, but you can leave at Clapham Junction.