Thanks for the replies. That is a bit annoying, but luckily I'm not in
this actual situation right now. I might be in the future though, so
it's very good to know about this limitation.

Officially you're meant to get off the train and touch in when
switching to PAYG if you started outside the PAYG area. You can do
this at Finsbury Park, get the Victoria Line and if you're lucky get
back on the same train at Highbury & Islington.

Just as an aside. This is a little race I have with myself every now
and then. I have the timetable of northbound trains from Highbury and
Islington that call at Harringay memorised, and I'll always check my
phone and the platform while entering H&I. If it's just after a train
has left I'll stay on the Victoria up to Finsbury Park and run up the
stairs to catch the same train there. It almost never works but you
feel pretty great when it does!

Sorry about the duplicated thread, by the way. I posted it once,
checked half an hour later and didn't see it, so I opened a duplicate.