Nor do I. I hate it. As far as I am concerned, and as far as I will always be concerned, you get on a train at a "railway" station. However, are we not being a bit inconsistent?
The railway (line) is the means of getting from point A to point B, and you get on a train at a station. You don't get on a railway as such, you get on a train. Therefore the use of the term "train station" seems more appropriate.
If you go down to Marlborough Street to catch a bus somewhere, you don't catch it from the "road station," you catch it from the "bus" station, because that is the name of the form of transport you will be using. The road, like the railway, is simply the means of the bus getting from A to B.
But .....
If you go down to Lulsgate to get a plane somewhere, you don't go to the "plane port," you go to the "airport." Like railways, the means of getting from A to B defines the name of the place you use to start your journey.
So, which is right or should be right? Should there be consistency in these things? Does it matter at all anyway?
Any thoughts out there?