Trains cannot be planned purely to extra time and penalties timings. A significant wait for trains like that would both put the station staff at significant risk of harm from anti social behaviour and the waiting crowds would hinder the movement of other fans away from the stadium.
For those saying that the railways are just not bothering being flexibe. Chiltern have two paths each hour between Marylebone and Moor Street. The maximum length of trains that can serve Wembley is 7 cars under normal practice. The maximum allowable capacity for a 7 car 168 is just over 800 people so even if all that capacity was somehow reserved for football supporters then you'd be looking at over six hours worth of trains to clear the sort of numbers that were trying to travel on Saturday. In reality this would be far longer given the fact the non football traffic travelling too. Ultimately the railway can only do what it can but will always have an upper limit of what can be achieved.
Wembley Stadium is 8 car. There was a programme of works several years ago to ensure all principal (i.e. the busier) stations were 8 cars.
Used to commute on Chiltern and they do have plans. On football match days, they change the train engineering plan to maximise the number of units available.
We went High Wycombe to Birmingham one year for a FA Cup match Wycombe vs Liverpool at Villa Park on a Sunday. At least 4500 seats were provided northbound before the match utilising 7 car trains (class 165s) and I think the normal service was also beefed up to 8 cars. There was engineering work planned for the Sunday morning which meant line closed but there discussions held to end the engineering about 1-2 hours early.
Also there have been previous occasions when Birmingham FC and Villa were playing at Wembley and again 4500-5500 extra seats provided by 7 or 8 car trains and I think they managed to squeeze in a 3rd path each hour.
But due to the distance between West Midlands and Wembley, this limits the ability of units to do more than one trip before a match and the same on the return.
Chiltern also strongly advise buy your ticket in advance to save queuing on the day. It also has the big benefit of Chiltern knowing how many fans will want to travel.
This match and train travel got hit very badly by the late kick off and thus the short post match travel window. If you brought 4500-5500 down prematch you can only just get all of them back. There is little or no slack afterwards.
Note an much later kickoff, say 19.00 does not cause a problem as effectively you cannot get back to West Midlands after a match as there is probably only 1 or 2 scheduled services post 2100 from Marylebone and it will be obvious to fans not to try and return after the match.
This is the first time I have seen a DO NOT TRAVEL for a match to Wembley.