It's a long story.

[Like three hundred years long. He rubs her back soothingly before holding her at arm's length, pulling his hoodie off over his head and reaching for her skates, setting them on the ground. She must be cold, not that the orange hoodie is much better but it'll keep her warm until he gets her back to North's.]

There's something that pulls us here from our worlds, how we arrive on the train. We can't go back. Sometimes it might pull us from different times.