In many places like Thailand and India, trains are a much more commonplace part of everyday life. Familiarity breeds complacency, and these posters serve as a potent reminder of how dangerous trains actually are.
The same dynamic exists with cars in the US. One thing I've found helpful is that, every time I get into a car, I just take a single deep breath and remind myself I am piloting a potentially lethal machine. I find it really helps put me in the right mindset to take better appropriate care when I'm driving.
Compare this to the UK and Switzerland, two places I have lived with extensive rail networks. I can’t think of anywhere that the train tracks aren’t clearly separated from everything else — either by fencing or raised platforms or level crossings with barriers. I have never had to think “better look out for a train” living in these places.
Edit: Zurich does have a freight train that runs down an inner-city street a couple of times a day. It goes very slowly and has many staff monitoring: