...have a Zones 1&2 season ticket on my Oyster...
That's why your card doesn't give you any stick; season tickets and Travelcards are much more forgiving than PAYG on Oyster.
I've done the same thing, especially at night when the barriers are open at some stations, just walked through (I too use Travelcards or season tickets), with no loss of PAYG money on the card. Wouldn't not touch out if I travelled outside the paid-for zones since paying an extra pound (£1.10 more like) isn't worth the potential aggro, though.