Because it is pretty unlikely that people will be able to maintain undamaged railway track over a huge distance. There is no real government in this universe and there are plenty of factions fighting with each other, which would make it impossible to keep control of long piece of land. Making sabotage would be pretty easy, and on rail track it means destruction of train and death of people. There is also no road infrastructure (like undamaged roads, traffic lights, motorways) in Wastelands, you can travel only by vehicles able to move in not-so-good conditions.
1: Hey guys 2,3,4,5: yo1: let's rob a train 2,3,4,5: OK