According to the film's official novelisation, the train isn't just riding on the conveyex rail, it's actually wrapped around it. Unless the upper part of the train is explosively decoupled from the lower part and the bridge severed, it's not actually possible to pull the car they want into the sky.
“Here it comes,” Beckett said as if he hadn’t heard Han. He handed the scope to Val. Over their shoulders, in the dusk, Han could barely see the streak of an armored freight carrier pulled by a heavy-duty drive chain. It had three sections: engine, supply cars, and caboose. Han could just tell there was a turret-mounted cannon atop the caboose. It had an over–under design, with cars both sitting on top and hanging beneath the tracks. As the train snaked around the mountain, it shuddered and thundered on high trestles, knocking loose snow and rock as it passed close to the cliff edges.
Beckett pointed, his hand on Val’s shoulder. “We hit the conveyex between the tower and the bridge, Rio drops us in, we separate the payload container, hook it up to the AT-hauler—”
“Rio jams their distress signal,” Val said, taking up the narrative, “I blow the bridge, the payload slides off the track, and we sail away.” She spoke casually, as if she were giving directions to the cantina.
Solo: A Star Wars Story: Expanded Edition