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In the King's Cross exchange(let's assume it was real), Dumbledore says that Harry has a choice to either get back or "board a train" and "move on".
If the snake were dead before Voldemort cursed Harry, we know for sure the curse would have killed them both. But Voldemort didn't die, and so, neither did Harry.
But did he actually have a choice in this situation? Voldemort "tethered" him to life while he lived, so wasn't it impossible for him to move on?
Well having read the seventh book several times, my understanding of the situation is this:
But as @cst1992 mentioned in the comments to the question, there is also the matter of the Elder Wand, which cannot kill Harry. Obviously the wand recognized that there was a fragment of another soul, apart from his own, within Harry's body and would have killed only that fragment. That choice between the two souls would only happen if Voldemort had used any other wand, apart from the Elder Wand.
There's also this business of Harry being tethered to life as long as Voldemort lives since Voldemort took Harry's blood during his resurrection to a full-bodied being.
So technically, Harry couldn't have "moved on" at all, since his soul was not harmed (and could not be harmed) in way at all.
I believe, in King's Cross, Harry's mind was clearing itself of Voldemort's soul and was able to think and reason clearly, without any worry or guilt or emotion to cloud his thoughts. There is no real new information which comes out. It's just Harry deducing everything for himself, with his image of Dumbledore helping him out. Which is why Dumbledore says :
“My dear boy, I have no idea. This is, as they say, your party.”
Of course, as to the existence of a "King's Cross",
“I think,” said Dumbledore, ”that if you choose to return, there is a chance that he may be finished for good. I cannot promise it. But I know this, Harry, that you have less to fear from returning here than he does.”
When Dumbledore talks about "returning here", maybe Rowling intended to show all magical folk go to their own "King's Cross" upon their deathbed.
P.S: Maybe we Muggles go there as well. There's no way of finding out for real of course!
I think it was Dumbledore's way of reminding Harry that, in the end, it is our choices that define us. For the same reason the sorting hat put Harry in Gryffindor even when it saw the heir of Slytherin sitting inside of Harry - Harry was choosing not to follow that path.
When Dumbledore wanted Harry to understand where the source of the power of the prophecy lay, he was adamant that Harry understood that even if he, Harry, had never heard the prophecy, because of mitigating events, Harry would have wanted to be the one to finish Voldemort. Riddle was held sway by the prophecy, not Harry.
It is the same with the choice to continue 'on', or return to finish Voldemort. Dumbledore knows Harry's character. He knows that Harry would feel that he HAD to return and finish it out of a sense of obligation, being that he was the 'Chosen One'. But, again Dumbledore wanted to remind Harry that he did have a choice in the matter and that he could essentially 'board a train' and continue on to the 'next great adventure'.
It is another testament to Harry's character that he chose the harder path and returned to finish the fight.
If Harry had chosen to move on, I believe his body would still be alive in the form of Voldemort's unintended Horcrux. So there would be two Voldemort's walking and talking, except one would be using (and in complete control of) Harry's body. is a valid one, but still, the Elder Wand won't kill its own master.