OK, now I see. Fly-rail connections are available in other parts of the world, but I've also never heard of them in China. Now you've got me curious, too.
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ETA: found
this information. Linked announcement for Wuxi and Hangzhou (though by now Ningbo must be added as an option). So the service exists! Intended to be used in conjunction with international arrival on MU ticket. So...likely not available for you heading outbound. Also states that they can't check through baggage from air to rail, so presumably you pick up at the airport and take with you to train. Also says have to book at least 3 days in advance.
Now we need some FT'er to give it a try! However, this service is for connections out of Hongqiao which of course has limited international arrivals. Would be more useful if connected to Pudong arrivals. Even if the distance to Shanghai Hongqiao (or Shanghai Main) is still considerable, having a seamless MU pick-up at international arrivals after Customs exit, transport directly to train would eliminate a lot of transfer hassle. Would be a nice little competitive advantage for MU in their home port. Goodness knows they need to provide all the incentives they can to entice passengers to fly their !@#$% airline.