You can tell the people in this thread who have actually spent time on train station platforms and those who haven't.
Train stations are often in a rough area of a city. Lots of drunk people, lots of people on drugs, lots of shady characters. My local one had an arsonist set the toilets on fire at 6am fairly recently. I've seen people trying to break into the shops next door. Stabbings aren't infrequent.
There's also a lot of space on train station platforms, it's not like you're queuing for a bus. Unless multiple trains have been delayed it's very rare you need to actually stand close to someone. This is generally an advantage, but also means it can be very likely that no one can hear you scream (not literally, but for example if someone was pushing, threatening, or manhandling you, it would be easy to do and no one aware at the time).
It also potentially contradicts the official national train station advice which is to immediately contact the transport police about anything at all that may be a problem.