Because someone might like to mess with train signals, and in the off chance that some weakness is found in the MAC/signature scheme you're using, forcing an attacker to guess at which messages they're manipulating and how will make their attack more difficult.

If you're working with a networked application, even if it's on a non-public network, you should be asking yourself "why not encrypt?" instead of "why encrypt?". This is doubly true of critical infrastructure that's expensive and slow to replace.