Absolutely. And what's good about TfL Rail is they charge it as a through fare if you continue your journey on the Tube beyond Paddington. So for example Heathrow-Paddington-Liverpool Street costs the same off-peak (or only a little more peak) as Heathrow-Paddington on its own. Whereas for the HEX, not only is that a lot more, but you'll pay separately for the onward journey on the Tube.

Now of course - depending on where you're going - the Tube the whole way may be preferable for a lot less money still, but those stops on the Piccadilly Line really can feel like an eternity.