This nomenclature keeps raising its head, and some can find it annoying:
Traditionally, 'Railway Station' was the term used in the UK (and the majority of the Commonwealth), and in the US, 'Railroad Depot'; a place where you could buy a railway ticket and board a railway train.
To be grammatically correct the term should be 'Rail-way Train Station' or 'Rail-road Train Depot', but the word 'Train' (and hyphenation) was dropped.
English is a continually evolving language. Recently, the term 'Train Station' has come into more common usage where the word 'Railway' or 'Railroad' has been dropped instead of the word 'Train', and what is wrong with that?
We have 'bus, Police, Fire-engine, power, and petrol (or gas) stations; places where we can find those services. I wonder how long it will take before we find 'plane stations?