On Valentine's Day the only way to "get off the
train" would be to find a date, to give up in the pursuit of finding a date or when the clock strikes midnight and you're all alone.
To be on the train means to be
single and in pursuit of someone to spend the day and/or night, without the intent of perusing a
relationship with that person.
Related: To be on the train /To be on the desperation train / To be on the train of despair / To be riding the train.