In Europe when you book ahead of time and are not too specific about the dates you can fly much cheaper. If I want to go from Amsterdam to Barcelona I can get a much much cheaper flight. Why would I go for the option that is slower and more expensive?

I wish trains where cheaper I'd take them more often.

I once heard someone make the argument flying is cheaper because a plane can fly from one airport to almost any other airport. So when you own a plane you can use it in a much more flexible way. A train can only go over a fixed track, yes you can use switches etc. But when you build an airport basically any plane can go there immediately. For trains it doesn't work like that. Make matters even worse in Europe usually train operators are national and most trains don't cross borders beyond a few stations.