And what do you find at a fire station? I presume you also go to the aeroplane station (or airplane if you're American, although I don't think that is one Americanism that I've heard here yet) to catch a flight too?
Each mode of transport has its own name for a place people can catch its services. Train station is a nonsense, because trains are not generally stationed at a railway station. The railway industry (and its representatives) was historically stationed at a railway station in any given town. The US calls it the train industry, or railroad industry, hence why in an American setting train station makes sense to them, but it does not here.
One wonders a little, "how come" (that itself, probably a horrid Americanism to some) in the early days of railways, the English language hit particularly on the word "station", for the place where one gets on and off trains -- it doesn't seem like an instinctive or obvious word to use for the purpose. (Have seen it suggested, that it originated as the location where "railway policemen" -- the first-ever signalling staff -- were "stationed": an explanation which strikes me as coming from vivid imagination rather than knowledge.) At all events, many of Europe's languages seem, "in whole or in part", to have adopted their recognisable version of this English word, for "the place where...". France; and countries particularly in France's sphere of influence when they started getting railways; have mostly gone another way, with
gare -- which one gathers, comes from water transport: previously meant a pier for embarking / disembarking; or the canal equivalent of a passing loop (on the whole, trains in the early days did tend to cross each other at stations?) Germanic-language countries are apt to use the equivalent of "railway-court" or "railway-yard". Weirdly, Russian in the early days lit on, for the purpose, the word
voksal ("Vauxhall") -- and has kept it -- variedly outlandish-seeming explanations are offered.
There's a thread in the International Transport sub-forum, titled "A language question" -- OP 19 / 1 / 2021 -- in which this kind of stuff is mused-on.