I thought the purpose of the tsa was to make people feel less safe / have more reminders to fear - thus making people less likely to demand we slash the military / police / other security budgets. I suppose they do add to the expense of moving drugs, and make it harder to move large sums of money - so people who control other routes are able to extract higher prices for them, but I don't think that in of itself actually makes people feel safer.
The TSA does theoretically screen for bad actors and explosives, both of which are still relevant to rail travel, even if they're potentially less threatening there.