Why is it called Union Station

Several trains heading in different dorections, both freight and passenger either go thru or stop hete creating a "union" of railroads

Union station in Kansas City got it's name because it was a major hub for the Union Pacific Railroad, which still handles a vast majority of freight heading west from here. Union station in Los Angeles was the other end of the line when the UP ran passenger trains from Kansas City to the west coast.

There are many train stations around the US called Union Station, such as Los Angeles Union Station. They are all major train hubs where you can make connections.

Because that's where multiple lines meet up.