There are two ways to report issues within the app.
1) For POI information, simply select the POI on the map and select "report an issue" or drop a pin on the map to report a missing location/POI
2) For routing issues like you are experiencing or if you would like to submit a route correction or improvement, start a route as you are doing and THEN select "report an issue." This will allow you to suggest the route to the closer train station.
If you can share your general location (not your house, but maybe a nearby POI that will provide the same routing??) and the route you are taking so we can replicate, some of us on here have been successful determining WHY Apple Maps is doing this or in many cases, confirming that there is indeed an issue and we can also suggest corrections.
Or if you prefer to send a direct message, I'd be happy to look at the route on my phone and see what is going on.