If you have flexibility in travel dates, it's possible to buy a ticket to Schenectady on the LSL for just $5 more than an Empire Service ticket to Rhinecliff. If you need to travel on a specific day, the price difference could be significantly higher, though.
If do choose the "Schenectady workaround" be sure to notify a conductor that your plans have changed and you need to detrain in Rhinecliff. I'm not sure, but it's possible that not all doors would open at Rhinecliff and you may find yourself having to ride to Albany if you're not careful.