Even if a London Central had been built in the 1840s I think an issue would have emerged over the next fifty years with trying to expand it, so likely other stations would still have been needed. It's probably also the case that the multiple stations in part helped in the rationale for the emergence of the Underground to link the terminals and parts of London.
Could you imagine the congestion a major central station would have suffered? If it existed it would probably have been rebuilt in the 1950s or 1960s as some concrete monstrosity to "improve" things, and no doubt have needed rebuilding again.
I’m also imagining days of ‘bomb scares’. It could have spent quite a significant amount of time being evacuated every few days in the 1980s.