Your room is smaller, more like a prison cell than a hotel room. And it's noisier (depending on the train). And there's no guarantee you will arrive on time. And the food is worse. And you can't leave.
It's like being in prison. I want to like trains but they need to be fast (high speed rail) or convenient (subways).
Here's the problem with invading Ukraine that Russia is experiencing, and it's the same problem with invading Russia:
Once you invade and take territory, now you have to sit there in Ukraine (or Russia) while someone lobs artillery at you. Capturing a few miles of land outside Kharkiv is not worth dying for.