I ran into this last September when they were just starting it. It has to do with the international arrivals. In the past, they've been screened in the airsides, even if they were planning on departing right away. Now, they're funneled right into the train. It makes sense, but it means that the trains aren't "sterile" and have to be checked by TSA.
Now of course, it would be incredibly easy to hide something in the train. But we're talking about TSA here.