So why was he on the train?

I was very shocked by the ending of this short story and I’m not sure why; I mean every other WW1 book or poem is equally as blunt in its lack of a happy ending. I guess it was the amount of space and words in which the entire story was flipped on its head. That and the imagery of a black man in a gray suit that distracted me. But I still don’t understand why he was on the train or where he was going.