The only argument you gave for opening train door and getting out is that trains have door. Planes also have door. So you can get out, right?
Anyway, this just shows you have never been inside a modern train. It's really hard to talk about trains with people that don't know how those work today. I know that 100 years ago you could jump out and the conductor would call you back when the train was ready to go. Prepare some sandwiches and you could even have a picnic!

Unfortunately modern trains don't work like that. If you will ever have a chance to ride one you will see.