Trains don't always cost more than flying. Trains between some areas are cheaper than flying, especially if your flight involves a layover (personal example: I travel between Pittsburgh and Albany often. I need to fly from Pittsburgh to Baltimore before I can get a flight to Albany, and it costs a fair bit, usually around $150. It'd cost me about $60 to take a bus to NYC then Albany, but it'd take about 2-3x as long). Also, at the airport you need to get through security, pray your flight isn't delayed and deal with a bunch of people who board very slowly. Despite these issues, it's usually pretty clear when the time savings of flying makes it worth the hassle.

Generally, I find the more challenging travel choice to be bus vs train. The bus is cheaper, but has a higher chance of being delayed unexpectedly and taking longer than the train. Otherwise, they take about the same amount of time.