I've found the answer here
http://www.describe-online.com/lul/hammersmithcityline.htm
In this there is a paragraph that reads:
If you want to travel through Edgware Road i.e. from Paddington to Baker Street, you are strongly advised to take an eastbound Circle or Hammersmith & City Line train from platform 16 in the mainline station, which will go directly there. If you take an eastbound Circle Line train from platform 2, you will need to change trains at Edgware Road, in order to continue your eastbound journey.