Comment by gosub100

> It was an unspoken code you left each other alone.

Adding to this, you never know in advance when your interlocutor's stop will come up. So subconsciously you know it's a bad idea to strike up a conversation. Plus it's a captive audience so the majority of people sense that it's wrong to "force" someone to talk.

And the trains are noisy. It's difficult and unnatural to talk above the ambient noise.