When I travel by train (and carrying a fair amount of luggage, typically bikes in cases plus regular suitcase) I try to pick trains with the fewest-possible stops, and yes, when the train does make a stop, I'm back there with the luggage. Just to be sure. On overstuffed TGVs (common during the Tour de France), you need to be in the vestibule area before arriving at each station so you can move the luggage away from whatever door the platform will be on (it changes from side to side at the various stations).

I've never had an issue, nor have I heard of anyone having an issue first-hand, but prefer to be safe.

As someone noted, there is often space in the overhead rack that will fit anything that would work as a carry-on on a normal (not regional jet) plane.

Yes, it would be nice to be able to sleep on the train, but I generally don't sleep between end points of my day's (sometimes 24+ hour days) travels anyway.

But in all seriousness, go over the schedule and try to find trains that have as few, possibly zero, stop between your origin and destination. It will be a lot less hassle for you, if you have theft concerns.
I assume you're attaching the ties to the luggage rack? Nice idea! Wouldn't work for me in most cases though, since I'm usually having to store my stuff in the area between the cars. Don't think they'd like it if I zip-tied to the door handle!