Trainz is much more than a game or even a simple simulator. That said, you could just "play the game or simulation" with the routes and sessions that came with the game or purchasable as Download Content (DLC) from N3V and others such as Jointed Rail.
But, to many of us, Trainz/Tane is something you can build on to create your own world and that's when it becomes more difficult and, for some, much more interesting and definitely more fun. But it has its pitfalls as well.
In answer to your point above, Trainz provides a base for building and running railroads. An asset usually, but not always, inherits default behaviours from its base object. An asset maker, such as those who make locomotives can add scripts to change the default behaviour of the asset. This might include adding smoke effects, special animation, and literally hundreds of other options.
Getting back to the original post about industries: These are complex objects and their behaviour is very much influenced by the traincar (vehicle) that uses the industry. In fact, it is the traincar object that actually controls the load or unload operation. There are a lot of procedures/methods called in both the industry and traincar objects plus other libraries. The asset builder has to insert various bits of code to start/stop animation and start/stop sound and smoke effects. Add to that the detection of load/unload points via triggers and the whole thing can be very tricky.
I'll admit I had trouble getting Multiple Industry New to work. So I went and built my own instead.