Context. The station was by the river. Several theories exist to explain this:

When the city was laid out, city fathers wanted a nice view of the Falls as they pulled out

It was thought that the cooling effect of the mist coming off the falls would prevent locomotives from exploding

The city's industrial section arose along the river, thanks to the milling industry. The tracks were laid to bring in the grain and haul away the flour.

I'm going with number three, of course. Originally the tracks extended under the street, and over to the Post Office. The original Union Station depot was across the street, by the way; I wonder if any tunnels still exist.