He hums, thumbing thoughtfully at his goatee with his free hand, not sure he wants to be the one to push the theory further. He doesn't, letting that train of thought fall by the wayside in favor of more literal trains. Namely, "If there's actually a train here, and it's running, I should be able to stop it."

So they can get on and see where it goes.

Little does he know, while they'll see the tracks, the shadow of the train, they won't see the cars themselves, in the very literal flesh or otherwise.