I dunno, I'm just guessing here. Perhaps doing it via the ghost fleet offers more plausible deniability? Or it may be more secretive in general since doing it via rail is a bit more publicly visible. Or maybe the parts need to go to some other part of NK that isn't connected via this rail line, and doing it this way is faster over the whole trip? The connection with Russia uses a different gauge than the rest of NK, might add some planning complications too.