Yeah I know, that's what they do literally everywhere else in the world. You take the train to a place, and then you book a ferry, and then you take another train.
Only these italians had the genius idea to keep going with the train.
On the contrary, train ferries used to be commonplace - for decades they were a great solution to the problem when you need to cross a relatively small stretch of water as part of a long, mostly overland journey. They've gradually faded out as we've gotten better at building longer and longer bridges and tunnels, but that doesn't mean they weren't a good approach in places where we hadn't managed to build a bridge or tunnel yet.
