I'm actually surprised they let you stay on the train. Both times I've taken that route they seemed pretty diligent about making sure everybody was off the train. I assume this is for safety reasons -- down in a darkened train on the lowest deck would be the last place I'd want to be if the ferry had any difficulties.
I really liked the ferry experience. The ferry part is only about 40 minutes, but it's just enough time to have a quick meal in the on-board restaurant. Unsurprisingly it's not exactly a bargain price for a buffet, but it did break up the train journey nicely. It's pleasant to sit in a comfortable booth and stare out at the sea for a bit.