I found the sound effect of that train when it first appears absolutely hilarious. It wasn’t the traditional krayt dragon sound (as heard in the '77/'97 versions of ANH or The Mandalorian), but rather the “krayt dragon” call from Ben Kenobi as heard in the 2011 BluRay. That absolutely ridiculous fucking sound, like someone doing a Michael Jackson impression in the restroom three stalls down.
I take this as a retcon. The OOT version of Ben’s call is indeed a krayt dragon, and the 2011/2019 version is this train.
I thought it was pretty clever how they mixed all three versions of the call together throughout the season opener for Mando season 2. So that now all three versions (including the stepped on a lego) are canon.