Well, the problem here is that 19:10 option it is just 3 carriages Budapest-Zurich designed for travelers to Switzerland, so MAV doesn't sell discounted Spar tickets for them till Salzburg, but only till Swiss stations. Nevertheless, you have a few solutions instead:
a) just buy Budapest-Zurich ticket instead of Budapest-Salzburg, then get off train in Salzburg (nobody forbids you to do so). Sounds strange, but it is totally possible option
As you can see, seating carriage will cost 10 extra euro (39 instead of 29 with EN 462), while couchette is the same - 49 euro
b) buy return ticket Budapest-Salzburg-Budapest (return part just won't be used by you) for 39 euro, it won't be Spar, so it's possible to buy on MAV website. Although same thing for the same 39 euro can be bought at the station in Budapest, so there is no real need to buy it online.
c) use earlier RailJet train (dep. Budapest 17:10), it goes directly to Salzburg (arr.22:59), though it makes sense to buy two separate tickets for it, first 13 euro discounted on MAV website till Vienna, while then Austrian domestic Spar ticket Vienna-Salzburg for the same train (for 19 euro) on OeBB website Ticket Shop
, as result you'll pay 32 euro instead of 39