Both the invisible walls after the baby part and the issue you're talking about here happened to me as well. I got confused and thought you were supposed to follow the train down the tunnel, I wonder if it was supposed to stop at the station the first time, and it just breezing by was a bug?
You know what, you have a good point! It probablly wasn't supposed to do that. In fact, this game still has a lot of bugs and issues. Well, Kira can polish it up more. But I'll probablly beat the game before any fixes anyway... although this game is much longer than expected. I think Kira lied to us on purpose, this game is longer than 3 hours. Not complaining, I just want this to go on for a bit longer! Such a good game! :)