I can only assume that the group they escorted off were wanted in their area and the trains next stop was outside their area so they decided to take this action.
All Police officers carry the Royal Warrant and their powers extend throughout the UK, and they can easily call on other forces to assist, so they have no problems pursing a suspect outwith their force area.
More likely they were concerned that they could enough officers to the next station to be sure of apprehending them, or if the suspects were aware they were being pursued, I guess there could be a risk that they would pull the communication cord and de-train - as serious criminals are likely to be concerned about trespassing on the railway.
The other possibility is that the officers had a little dose of red-mist and just didn't think as far ahead as pulling them off at the next station.
I'm not aware of any police power to stop a train in this manner, but the crew would no doubt be mindeful that one day they may need the police's assistance in a hurry, and thus were happy to do them a favour.