I'm pretty sure this entire post is a waste of my time, but I can't help myself and hopefully someone will gain something out of it.
No, you did not miss an opportunity. You shockingly enough displayed good judgment at that moment not to do anything, even if only because the idea didn't occur you to do something worse. However, your reasoning on why you should or shouldn't ask to tickle her is ridiculous. She might bring a significant other back on another day to beat you up? Get real.
The reason you don't ask is because it just displays an appalling lack of social etiquette. As someone pointed out earlier in the thread, just because you view tickling as harmless, there is no reason to think this woman will share that viewpoint when she is being propositioned by some stranger who likes to barter dollar bills for public tickling opportunities. The platform outside the train, while taking you to someplace new, still exists on planet earth, and the same basic rules for planet earth still exist there. If you want to tickle this woman, strike up a conversation with her, get to know her and then after at least a good 10 minutes of solid discourse has passed, then maybe ask if she'd like to get together another time. Yes, it's more work, but far less likely to result in you getting punched, slapped, or talking about the incident with the police. Oh and if you need a bonus reason for not doing it, how about the fact that your on a PUBLIC train! It might seem cool to you, but believe me, even as a fellow tickephile, I would be highly irritated if someone was causing a big ruckus while I was trying to work or sleep or have my own conversation.
This kind of crap is why ticklephiles and other fetishists often get a bad name in the media. I cringed at this thread the same way I do when I read about the guy who climbs into a woman's window to play with her feet. Some person gets so focused on himself and enacting a fantasy that he totally disregards how the other person will feel, as well as common sense.
I know civilized human interaction is just such a burden sometime, but its the price of admission for our existence. Keep working at it.