If the emergency release for the train doors did not work for some reason and you really needed to get out, I think smashing out a train window with the multitool makes more sense than trying to pry open a door that may be held closed by a pressurized hydraulic mechanism. Even if there is a safety film on the glass, the pliers on the multitool should probably allow you to peel it back. I guess there must be train windows with internal safety films laminated in there, but I'm not aware of any transit systems using that kind of window glass.

Moving debris out of the way is certainly a legitimate need for a pry bar, but is it worth the weight of carrying a sizabe pry bar--for me, no. And I don't forsee a very small one being useful to me for train travel. I think I would stick with gloves and hope elbow grease (perhaps multiple "elbows" helping out) would be sufficient to move something out of the way, if the need arises.

An elevator is a different situation, but you'd have to be really lucky to be stuck in a position where opening a door allows you to escape into the building. Well, I take that back. WTC on 9/11 is the only example I have heard of where people tunnelled their way out of an elevator trapped between floors. But that escape only worked because the elevator shafts in the WTC were lined with drywall or some other lightweight materal to save weight in the massive buildings. I don't think that's a common situation in most elevator shafts.