And the "Bus Station"? Should be the - er - Roadway Station?
No.
I'll try to explain.
Railway station was coined in the 19th Century and was pretty well universally used in the UK until the 1970s, and generally used until at least the mid 1990s because it was the location (station) at which you accessed the services of the railway company. Not just to catch a (passenger) train, but to despatch (or collect) a parcel, or items of freight [bearing in mind that in those common carrier days freight wasn't something despatched by huge companies but by local traders and even private individuals].
Bus stations - which, I believe, were virtually unknown before the 1920s - were the locations where you accessed the services of the bus company. Principally as a passenger, but in some cases to despatch/ collect parcels.
Railway station - railway company.
Bus station - bus company.
It is an error to try to force the word station into a set of rules or analogy.
If train station is correct because it's where you catch a train, or bus station where you catch a bus, please explain fire station, petrol station, or space station.