There is no mechanism for exchanging e-tickets for paper tickets, as far as I'm aware. Where they're issued and their permitted routes include Merseyrail, they're valid. It's as simple as that.re e tickets, yes you can buy an e ticket that covers travel on Merseyrail, however my understanding is that you have to take the eticket into a manned station and get a paper ticket issued to you.
Failure to do this has led to fines being issued.
See link below from 2021 Liverpool Business News about a person with a valid e ticket being fined becuase they had not exchanged the e ticket for a paper ticket ahead of starting the journey on Merseyrail.
Story about person fined for not having a paper ticket when they did have an e ticket for the journey
However, that article doesn't seem to indicate that the passenger held an e-ticket. Instead, it seems to be yet another example of someone buying a ticket that needed to be collected using ToD, but not collecting it prior to travel, in the years before Merseyrail offered any facilities for ToD collection.
Retailers should have been showing prominent warnings that you would have to travel to another station to collect your ticket. I can't comment on what Trainline would have showed at the time, but it's no longer an issue that's particularly relevant anymore now that ToD bookings can be collected at Merseyrail ticket offices.