It's not about the engineering problems, it's about the financial and economic problems. Trains aren't meant to change elevation quickly, meaning they'd have to rip up a couple miles of train tracks both ways and build a train rail bridge to even start to make an elevated track.
See, trains can't go up and down random hills, they require mostly level tracks. And when they elevate the tracks, they gotta design in a mile or three of gradual slope tracks to keep everything safe.