The best answer I have is, There are to many small town depots and the cost of security would make train travel much more expensive. I'm in Europe and take trains everywhere, the closest thing to "security" is the lost and found officer.
Only time I’ve ever been robbed was on a train from Hungary back to Germany
Passport dudes came through in middle of night, since they woke me up I went to bathroom then back to my compartment
Get off the train in Frankfurt, order a coffee and International Herald Tribune go to pay for it and guess what??