Just found this forum tonight--been editing Q2 for a while--this I can help out with. You didn't do anything wrong -- it's an obscure issue with Q2 that hasn't been touched on all that much.
Short version: add an origin brush to your platform.
Long version: Here's the deal with the in-motion sounds for moving bmodels: doors, plats, trains, etc, anything made of brushes that moves and has an in-motion sound option. You've seen that most of them have an in-motion sound (and probably noticed that third sound in the pak file for func-doors and func-plats) but you almost never hear it. It actually does play, only it's relative to 0,0,0 (x,y,z) in the map instead of relative to wherever the bmodel originally started at. In other words if a door somewhere off in the corner of your map moves up 512 units when it opens, you'll hear the in-motion sound between 0,0,0 and 0,0,512 when it opens and closes. At the door itself you'll only hear the start and stop sounds. Doors and plats near 0,0,0 you'll hear the sound of course. With a func_train the relative difference will be based on where it starts out in the .map (before it automatically moves to the first path_corner at start-up). In other words if a func-train is built about 2000 units "northeast and up a little bit" from 0,0,0, the sound will always be 2000 units "southwest and down a little bit" of the func_train when it's moving around in the game. Anyone standing near 0,0,0 in the map during DM or cooperative play would be hearing all these doors and platforms and stuff, even though they're way off somewhere else.
You know how you add an origin brush to rotating things? If you add an origin brush to any bmodel it'll fix the sound problem. You've probably noticed how rotating things always play the in-motion sound they're supposed to. The origin brush is why. But this also messes up the lighting on the bmodel sometimes (you know how rotating things don't light up when you fire your blaster near it, you get completely black areas, etc). With a func_train, if you're able to, you can make it at or near 0,0,0 (in the .map), that way there's no relative difference in the position of the sound. You won't need an origin brush that way.