There's no gauge change. Spain high-speed tracks already use the international one (older tracks still use Iberian gauge). There are already high-speed trains that go to France without stopping at the border.
The point isn't only that there aren't perfectly reasonable routes - there are, and that's great! It's that the overall network is pretty fragmented, and that that does cause issues. If you live in Amsterdam and want to travel to Paris - you're in luck. If you live in Murcia and want to travel to Groningen, you're out of luck. And if you live in the countryside... well, don't even bother.