Because it takes more fuel to move the same distance per passenger mile (miles traveled times number of passengers).
But for an airplane, they need to fly rather fast to maintain enough lift. This greatly increases their drag and therefore increases the amount of fuel they have to use. They also…you know…have to fly UP about 10 miles or so which takes a lot of fuel too. I believe that take-off uses about 10% of the fuel on your average trip, but I’m unable to find more detailed numbers since that percentage will of course go up on shorter flights and down on longer ones.
Trains on the other hand travel a lot slower and are often very long but narrow in the front. This means their drag is much, much lower than a plane even at the same speed. They also roll on steel tracks with steel wheels. This steel-on-steel rolling has very little friction (damn near zero, really) which means they can just glide along those rails with relatively little fuel consumption.
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