One word: Visas. As it now, you need a transit-visa just to change planes in Moscow. Travelling through, what, 11 countries, each one insisting on confirming the identity of each person entering the country and making sure they exit again? The alternative is sealing people inside the cars, which is what they do on the Kaliningrad-Moscow train that passes through Lithuania and Belarus, but that's logistically problematic, when there are stops in more than two countries.

There are very real political problems to this, and while some of them can be resolved easily, I'd like to remind people that the TGV rail system in France is frequently brought to a halt by protesting farmers who park a tractor on the track. And that's just one country (two if you ask the angry farmers - Paris and the 'real people').