It depends on the child, the train line, location, what experiences they've had previously being independent, and whether the child would know what to do in the event something went off plan.
Local line, well used but not busy service, adults would be there to meet at the other end and would be on time, child knows what do do if the grandparents are late, and knows which adults on the train to speak to in an emergency, and the child has already had age appropriate independence closer to home, I'd probably allow it.
Busy mainline or cross country services where 20minutes is quite a big distance, stations are bigger, probably not.
Local train on match day, when it's busy, or is known for rowdy weekend hen/stag dos, absolutely not.
Any doubts that they'd freeze if something deviated from plan or they've not had much independence closer to home, then no.