I've been mulling this over all morning (whilst tidying the garden!) and in my view a station spline would be impossible.
 
My reason for this opinion is that splines are essentially repetitive - the same pattern occurs over and over again, apart from an initiator and a terminator. Real station buildings - certainly in the UK unless anyone knows any exceptions - are not like that, and the arrangement of doors and windows varies along the length, especially on the platform and road faces,.
 
As an example, my "modern" UK station buildings, (under KUID 275817) based on the BR Modernisation Plan of the 1960s using prefabricated panels 40 inches/1 metre wide, needed 9 units each 3 metres/10 feet wide to get the correct pattern of doors, windows, poster panels, etc on both faces.
 
One possibility for a curved building might be to make each of such units slightly wedge-shaped so that they would fit together by rotating each successive one to suit the required angle. I think the maths for planning this would be beyond me, and in any case the result would be a building of one fixed radius made of short straght segments.
 
Another alternative might be to make the whole building curved in the first place, but this might need a long BMP.
 
I hope someone can correct my thinking!
 
Ray