If you go down into the stairs from the middle platform at Bad Soden-Salmünster across from the station house you will not re-emerge anywhere, best i can tell ... at least on a PS5. A bit like slipping underground in California near what ... Union Station ? But that was if you went on an explore ...
Same issue exists on London Commuter at Streatham Common. That hasn't been fixed since TSW2 Rush Hour to my knowledge, so I wouldn't expect this one to be either.
if an ps5 have access to an external keyboard press ctrl+0 to go back to your train only works if you have started in a train or have entered a train before falling through the world