If you need to change trains, you will need to walk (or travel by non-train) some distance in all cases. I wonder, is there a limit to the transfer distance, so that it still counts as traveling by rail only?
Which would be a problem with connexions through Paris, where (being a symbol or symptom or French centralism) most big train stations are terminus from one direction. Montparnasse, Gare de Lyon, Austerlitz, Gare de l'Est and Gare du Nord are connected via the subway network (or you can walk a 5 minutes stroll between the last two) but you can still get a connection 'through' Paris when buying tickets.