I'd imagine it was as uncomfortable as the Greyhounds I rode back in the Army Basic days. They shuttered everything at Ft Jackson for 2 weeks around Xmas 1986, sent everyone home on regular bus/plane. Bus was crowded, restroom was tiny, and we stopped at every dot on the map.
Nope. He says everyone thinks it's romantic to sit on the back porch of the car, but the cinders from the engine whip around the corner so that you had to wear glasses to protect your eyes, and god forbid you try to eat or drink. Inside, the windows that opened had fine mesh screens...
...so they sifted out the large cinders and only let in the smoke and coal ash. There were two electric fans at either end which had the job of mixing the ash more thoroughly into your drinks. In other words, there was a lot of ash.
Ah, a steam train? I had a ride aboard one in summer camp, ages ago. All the cars were closed up. No cinders that I remember.