The main issue is routing. Part of what appeals to me in a railroad game is, well, moving the trains around! But if you play on anything but the "easy" setting, the game doesn't give you enough tools to actually make the trains run correctly. Here's a long post on the subject but, in short, the game makes stupid decisions and doesn't provide you with a way to override them. You don't get switch-by-switch decisions, or even the ability to set waypoints. The route you set for a train is just a sequence of depots. Yet the switch-by-switch decisions that are made automatically are key to whether your route works or not.
Suppose you have four or five depots in a circle. You should be able to put multiple trains in the circle, all heading the same direction, and experience only minor congestion. But the game will sometimes turn a train around because the track ahead is busy, fouling things up rather permanently instead of just living with the temporary wait. Similarly, with a double track it often makes sense to split the trains so that one track takes the eastbound traffic and the other takes the westbound traffic (for example.) But Railroads! will switch a train back and forth between the tracks, again fouling up any attempt to create a smooth flow. So, anything but the simplest point-to-point route devolves into chaos.