Ludicrous Logic
The amount of times Jamie Lee's character finds herself being left alone is absolutely ludicrous.
After they get off the train and then re-embark, there's a whole carriage, lit up and crammed full of people. Who in their right mind, given the circumstances, would agree to being left alone in a dark, dusty old carriage, guarded only by an absolute stranger on the other side of the door.
Clearly the safest place for everyone to be is together in the same carriage, so that the killer is less likely to strike, rather than one person swanning off to go and 'investigate'.