"You cat didn't come with you?" Ronan sounds genuinely confused about that. Chainsaw is . . . somewhere. He doesn't know where his raven is, but she's around. "My raven came with me."

Granted, Chainsaw is not technically a real object. Chainsaw is a dreamthing and a psychopomp. He doesn't actually know what the rules are for actual animals. Maybe real animals can't come onto the train. He's gotten used to the train itself, but the rules of the train are still mysterious to him.