This has nothing to do with married segments, as revenue management on trains is done a bit differently than on planes.

In practice, you should be able to take the train, but don't expect that your reserved seat will be available if things get crowded. Thalys has a bar car and a number of fold-down seats, so you should be able to get a seat. You can always say you weren't at your seat because you were getting a coffee or something like that.

Also - I'm not sure if there is a ticket check before entering the platform at Brussels-South.