I'm not quite a millennial, but typically don't enjoy chatting with random people on public transit like buses, trains, or airplanes.
Nothing against them personally, but particularly with airports or Amtrak stations, all the things that happen before the point I'm in my seat are often a little stressful and draining. As an introvert that means I need alone time to recharge.
Further, there's guidelines or social norms that may make one feel "trapped" in a conversation they don't want to be in. On an airline if it's bad enough to ask an attendant for a new seat because other ways of getting someone to stop have failed, that's an incredibly embarrassing and stressful situation to be in.
This isn't a scenario I encounter often, but I imagine there's also instances where someone is uncomfortably being hit on that would likewise upset them. And particularly traveling alone on an Amtrak at night, depending on circumstances, that could be a pretty scary situation for some.
So ultimately there's quite a few reasons I barely scratched the surface of why some may not enjoy it. There's nothing wrong with not wanting to engage in conversation. As much as you may long for days when people would chat more openly, many may long for a day when that is no longer the default expectation.