Trains did not leave; they are still there. As pointed out, they are the supply mechanism for strats. When we had single strats all around the map, it seemed like they were all over the place. The new mega-citystrat is typically supplied by just one train, and the HQ by another. So, we actually do have fewer trains which are farther behind enemy lines, but we do still have trains.
The guideline for building maps is that strats are supplied by trains and bases are supplied by truck convoys (some coastal bases can be supplied by barges). I'm not sure what would happen if some mapmaker used trains for some of the bases, just to have more trains to hunt...