No he's not saying the train should have been done over but something to that extent should have come in during the film.

For instance when they are in the hotel the stakes should have been raised, not another train, but something that would challenge the dreamers.

I also found it hard to believe he wouldn't shoot his wife then and there at the snow level, it felt a bit contrived. He knows very well she's a projection, why would he believe she was real in that instance?