We've already discussed this. It's not actually the Wizarding World of Harry Potter, the death eaters aren't real, and Hogsmeade isn't right next to Hagrid's hut. We are in a theme park - things don't always work seamlessly.
If we had Diagon Alley I could see them including the train, it could be a "long journey" where we're only on the train for, oh, 10 minutes (probably less), and it could go both ways so we can enter and leave Hogsmeade...
I see Death Eaters coming in the trains as a viable option, we're all muggles touring the WWoHP, they could be trying to attack us, you know? (Deathly Hallows reference!)...