You're not the only one. Take a look at this.
Seems that other people are having the same problem.
Hyper Train quote
Today's train car is a Hyperspeed Train! It runs faster than a rocket! It runs quieter than an air conditioner! I can see! I can see it! That lovely smooth curve! Ah, I wish I could reach out and touch it! I can see it so clearly! But I cannot touch the Hyperspeed Train! It really is hyper technology! As you can see, we engineers are always seriously dreaming that someday the dream will become a reality!
I think that because 'I can see it!' has been repeated over and over again he is trying to imagine what the finished train will look like. He then says about 'we engineers are always seriously dreaming that someday the dream will become a reality!' this could mean they are still building it but he is waiting for the day for the train to be finished.
There is nothing in the description that talks about it not being built yet or anything like that so it is probally a bug on every Pokemon Game. Can people please comment if they have ever witnessed this problem either.
I am sure I have before. I remember not seeing a train but I don't know which one. This is on Black by the way not Black 2.
EDIT: Ok I found another reported case on another site. Here they refer to it as Hyper Train/Invisible Train.
GameF&Qs Invisible Train this should help back up my theory that there is a massive glitch on all games or that the train is still being built.