THERE WAS AN OPENING THERE YOU COULD'VE PASSED ITTT

It could be that they're afraid that the zombies will come down from the train when they're trying to pass under the train.

Besides the zombies, the whole thing could have slipped on top of them as they passed through.

I mean they could but it's better to be safe than sorry, they're also passing under the train (train to busan flashbacks)