[Okay, good. The sword's away. Now to explain why they have to get on the train, which isn't really a fun explanation.]

There isn't a choice. You can't exactly leave the platform without getting on the train. And even if you really wanted to stay here, I knew someone who decided to stay on the platform instead of getting on the train. She showed up in the luggage carriage the next day, with a heart next to her name on the passenger roster. Apparently that only happens when people die, so I assume it isn't a good idea to stay on the platform.