It was a fast train, maybe it was carried forward by inertia...
Gravity pulls everything downward at 9.8 m/s^2. Horizontal momentum doesn't cancel that out. If you drop a ball from arm height at the same instant that someone else fires an arrow horizontally toward an open field from the same height, they will both hit the ground at the same time, even though the arrow has covered a greater horizontal distance in that interval. Since d = (1/2)at^2, if the train was phased and free-falling for 10 seconds, it would've sunk 490 meters below ground in that time, no matter how fast it traveled horizontally. Well, unless it were traveling at essentially orbital velocity, in which case the curvature of the Earth would cause the ground to fall away at the same rate that its path curved downward. But that's about 17,500 MPH or nearly Mach 23, and I doubt the train was moving anywhere near that fast.