The airline would have to prove actual loss, not hypothetical loss. Simply offering tickets for sale at a high price and having them unsold is not actual loss, the airline would have to prove that they turned away customers willing to pay £4,000 for the direct flight.

However, the airlines own pricing structure defeats that argument, since if there was an excess of customers willing to pay £4,000 for A-B, then they would never offer A-B-C for £2,000, they would offer it for the price of £4,000 for A-B, plus the segment cost of B-C, since they can sell all the A-B seats they can. Clearly they can't though, or there would be no reason for the multi segement flights to be cheaper

Inflexible tickets that have no value if a customer misses a flight/ connection also work against they argument of the airline suffering a loss, as if the customer misses a flight on a non changeable ticket the airline has been paid for a service it is not required to perform. That allows the practice of overbooking to further maximise revenue, which would otherwise be impossible.

Pretty much any way you looks at it, legacy airline pricing is stacked against the consumer, I'm actually surprised that LH would want some of these things tested in court, they might get a result they are quite unhappy with.