I'm making a guess here, but I think he means specifically the (A) "arrives every weekday at 00:37" part. That has a different implied meaning than (B) "the train arrives every weekday at 24:37." (A) implies that it will arrive every Monday through Friday mornings at 00:37 but will not arrive on Saturday or Sunday mornings at 00:37. (B) implies that it will arrive Tuesday through Saturday mornings at 00:37, but not Sunday or Monday mornings.

In the context of the train departure time, it's easy to work out what is meant by a weekday 00:37 arrival, but if they were divorced from each other for some reason, weekdays at 24:37 would be easier to interpret.