At the current time, the industries take control of the train in the same way that an AI driver controls the train. This means that when control is returned, the train brakes will be applied as this is what happens when control is returned from an AI driver.
However, you can generally prevent this from occurring by adding the 'Advanced Industry Load Configuration' rule, and then configuring the industry to not take control of the trains. Please note that in some cases, some industries may not play well with this command, and may result in the train not returning control (and sometimes taking off down the track), but it should work with most industries or stations. IIRC the most common culprits were some 3rd party assets with older versions of the Multiple Industry New script.