The official printed train ticket shows some T&C on the ticket itself, and the first one is:

"To avoid any problems at the airport check-in, make sure that your ticket has been validated by the Train Manager when you have a connecting flight"

And my ticket was not stamped. The rule is not hidden somewhere small, it is printed on the ticket right under the train and seat number. Impossible to miss, so the ticket I showed them was at the same time the proof I didn't comply with their rules.

Obviously when it was clear that I took the train, there were no further issues.