Because there's not much friction available in the wheel-rail interface. Normally this is a good thing, the low rolling resistance of trains is why they're so efficient at moving heavy loads. However, when you want to stop it does limit you. read more
Mainly because of safety precautions. Otherwise trains do stop quickly in emergency situation. Two broad reasons are. Rails are not road. They have definite pressure value for per meter of track. Quick brake will exert an unbearable pressure on rail tracks. read more
Physics. A train is efficient because it moves huge amounts of mass with very little friction. The down side of that is, you can't stop them quickly (or accelerate quickly for that matter) The track barriers are there because the train can't stop, no matter how much it wants to. read more
The fast stop you see at a station is a controlled stop. The braking started miles before it's arrival. As long as the wheels aren't sliding on the rails, a train can stop fairly quickly. read more