Can there be any idiomatic meaning in the phrase THE TRAIN HAS LEFT THE STATION.

"No, not me."

"But the train has left the station. And I think I speak
for everyone aboard this ship. This is worth the risk."

Yes. "The train has left the station" is an idiom meaning that some process is already under way and there is no point in resisting. The time for making objections has passed. Cooperation in the process is the only option.

Others may have a better way of explaining it, but that's the gist of it.

It also means that it's too late to do something. The opportunity has passed. Like say you think it would be funny, ironic and original to perform or record a country/western version of a gangsta rap song... well "That train has left the station." or "That ship has sailed long ago." It's already been done.