What is the meaning of the phrase the people keep a comin but the train done gone from the song Mary had a baby?

Cheryl Kirk-Duggan, in MARY HAD A BABY (A Bible Study based on African American Spirituals, published by Abingdon Press) writes:

"In this version of 'Mary had a Baby,' this refrain ends every verse: 'The people keep a-comin' and the train done gone.' Trains were a new reality in the newly emerging industrial age of the early nineteenth century. They connected places that had been previously isolated. Trains represented a way out, whether physical spiritual, or imaginative. Train imagery figures prominently in Africa American lore. In the spiritual 'Get on Board, Little Children' 'the gospel train is comiong, the cog wheel is a-moing' and rumblin' through the land." "Get on board" to reach the land of spriitual freedom. There is also the historical image of the Underground Railroad, which took passengers from station to station on its way to physical freedom....

"The phrase may constitute a spiritual warning. Mary's baby represents freedom, salvation and deliverance. "Oh my LOrs!" Do not miss your opportunity to worship him. Jesus is the way out of sin and death."