Aiwass did not engage in deep Shepherd's Nurturing with the Shadow Demon on the train.
It wasn't for safety considerations — in most areas of Avalon, even if Aiwass were unconscious, Lily and the Shadow Demon alone would be sufficient to protect him.
The main reason was that the train was a public place, and it was inconvenient to do many things there.
When one is in pain and fear yet has only compassion and good intentions in their heart, they can strengthen the element of "Dedication" and thus enhance the effects of the Nurturing Skill.
But if the room, which was so nice, would be covered in blood everywhere, that would be truly inconvenient for others.
Besides, if there was too much commotion, it might even call the waiting attendant into the room. By that point, it could give them quite a scare, or possibly even expose the existence of the Nurturing Skill.