Hello Juan
Thanks for sharing your experience with your topologies! This is useful information. Let me go over some of the mechanisms that are being applied here to get the results you see.
Actually, BGP will check the routing table to see if there is a valid route to the next hop. A default route is still considered a valid route to the next hop. When you had stub areas configured, R4 had a default route automatically added to the routing table. However, when you removed this configuration, that default route was also removed, thus BGP no longer has a valid route to the next hop address.
It is only when you advertise a prefix using the network command that the prefix with the exact subnet mask must exist in the local routing table. Otherwise, that prefix will not be advertised.
Now in your scenario, the next hop for the 1.1.1.1/32 network from R4 was 192.168.12.1, which is R1. Even though there was a default route, I believe that this address would still not have been reachable, since the 192.168.12.0/24 network is not advertised using BGP, correct? Or OSPF for that matter. So connectivity would still fail. Keep in mind that the point of this lab is to see how prefixes are installed in the routing and BGP tables, and not necessarily how traffic is successfully routed… Does that make sense?
I hope this has been helpful!
Laz