The concept of talking to the train is still entirely strange to Aziraphale - never mind what he is and how his perspective of the world at large would blow the minds of many, many humans, as an example - but since he has been told about such a concept more than once, he's stopped questioning it. Whether or not whoever he brings it up to is on the same level as him is something he doesn't quite dedicate any time to consider.

"Well...I can't say I don't relate." He sighs faintly. "I would much rather be in my world than stuck here. And all of this, if there is a point to it and the things we are told to do, I would quite like to know it." Which is a significant development from how he's lived his life ever since Earth was created until very recently, not that Alice is aware of that.