This is what train looks like:

With arrows I marked where the door are (more or less). Imagine you're sitting there with 60 people and someone opens the door at the other end of the train car. It's 35 degrees outside. As yourself: is this really going to help you? People who talk about opening the door have no idea what they are talking about. It's like rolling the window down 5 cm in a car sitting in direct sun.

Windows in trains don't open since probably 50 years ago. You can't open a window in a train going 350 km/h. People are thinking about trains that are long gone in most of Western Europe.

And it would be better for who exactly? If the railway company and its workers open the door and people get out they are responsible for them. Train tracks are not a very safe place to be. What if someone has an accident? And we're talking hundredths of people. Once the train is fixed and it's time to you, how will you make sure everyone is back? Are you going to count them? Who will do that? Railways don't want this responsibility so for them it actually is better if people break the windows. They will let people out when the risk of someone dying from heat stroke is greater than someone injuring themselves on the tracks, not when it's really fucking unpleasant inside.

It's crazy how many people how no idea how trains work.