The entire Phantom Train sequence is likely my favorite moment in the game; I love the idea of the train ferrying souls to afterlife, the design of the Train interior, and the haunted feel of the forest. I always thought the area should disappear from the map after it is completed, leaving an overworld forest you walk over, though. It would have provoked some fun fan theories about why the party managed to arrive there before, but never again. It'd also have been nice if Shadow had a reaction to it.