Generally, U.S. station articles should be titled by their common name, followed by "station" if not already part of the name. In cases where the word "Station" is part of the proper name, it should be capitalized. This often occurs when the station is named after the railroad company or is a named transit center.

Does train station need capital letters?

In other words, the official name of the first station is Union Station and not simply Union. So it takes a capital.

Is railway station a proper noun?

A place where trains stop for passengers to embark and disembark.