Playing on the iOS app, version 1.3.
The topic title actually manages to cover what I'm trying to say quite well. If you tap and hold onto a train just after you delete the line, and continue to hold the train after the track has completely disappeared, the train will be lost forever too. I've attached a couple of pictures to try and show this. First pic is whilst I'm holding the train away from the track after I've deleted the track (very awkward to get a screenshot!) The second is after when the train doesn't appear in the list on the left. I went back and replicated it again, right down to having no trains left. Hope this report helps!