My Mum once asked a taxi driver to take her to "the station" (this being in a town which at the time had only one railway station so there was no confusion). After a while she noticed he was going the wrong way and asked where he was going. He was driving her to the police station!
With regards to road station/bus station; roads also carry cars, taxis, pedestrians, bikes, horses, sedan chairs, etc., whereas the only type of vehicle used on the railway is a train, so you station yourself at a railway station to use the facilities of the railway; if I wish to use the the roads I do not have to station myself in one particular location. Employees of the railway can also be found stationed at a railway station, and bus employees may be found stationed at a bus station.
The police may be found at a police station, but fire isn't necessarily found at a fire station, and you do not only experience weather at a weather station! Similarly I do not wait at a taxi station if I want to hire a taxi.