I... played all 4 chapters; from the moment we first interacted with the conductor and explored the train, to everything after the credits. I played all of it in one sitting. Safe to say, that's a bad idea. It took me 8 hours. Somebody recommended this after I finished Paper Lily; go check them out, it's one of the best games I've played. A solid 9/10 (missing a point because I still want Chapter 2). I could say more, but I'll spare you (most) of the rant.
SPOILERS!
I would've liked to play a short, stand-alone game that's supposed to be the Epilogue to Midnight Train, but it's safe to say that most would've forgotten what happened by the time it comes out. I like that they never magically cured her muteness. There were a lot of dark themes, but at least they weren't carelessly mixed in, and the severity and mental health actually affected the characters instead of having it as just background. Unfortunately, not all games do this.
Diana, Apollo, Celes (Celeste), and Selene were great characters, I just wish we got to see Purity (Lucine) and Liberty at least get some form of redemption/punishment. I'm guessing the police catch them, though.
I liked that Justice I got trapped in his own curse and died trying, since such a terrible curse is... so terrible. I also like that the mission for justice was continued after Black Gear fell, and that Luna helped make the police force better while not losing sight of her other goal. Visiting the train station everyday is commitment. And I like that Neil and the others had to wait a year to escape, instead of right away or only months after. And the fact that they guided the victims out proved that they also kept their real goal in mind.
I would've liked more explanation on how Apollo survived and that eyeball... I know that the other eyeballs were like Apollo, but did the bodies continue living while their eyeball grew separetly? Was their real punishment to have their soul trapped in their eyeball after death and either try to escape or stop others/merge with trees and... becomes an eye-tree? I could theorize for days. In fact, I will.
I like how it was a bittersweet ending, but that after all that, they give you closure. Closure was the reward after the 8 hours.