Each individual asset is best laid on flat ground, that is the station central part and the ends, but the platforms can rise to meet and join. However, I have found this gives a stepped look, flat end then half the platform sloped to the centre, flat centre, the other half of the platform sloped and the other end flat. I always try to place these stations on a level surface, it saves you a lot of problems.
And it depends on how much gradient there is. If it is slight then you could get away with it and it won't notice too much, but if a heavy slope then I feel it is not practical.
In real practice stations are not usually on steep slopes anyway except in exceptional circumstances.
So giving up the gradient at the station area is not such a bad idea and as the assets are so good, I feel it outweighs any other problems levelling the ground at that point may have.