Making a fast train that moves at the speed of sound would amount to constructing a jet fighter within our laboratory. You would need a strong propulsion mechanism, like a jet engine, to move the train forward, and a long track to make it go up to speed, which is not very practical in a physics lab. You might break the sound barrier, its boom causing destruction to everything. Of course, this is naive explanation, and research in the past has overcome these, but still the mental gymnastics one needs to make in order to make this work are perhaps not worth it.