The force is spred between the 20 wheels though, rather than the 4, making it less on each wheel. That's what I was getting at.
It works both ways too, so it would apply to power being transferred through the wheels, or when a wheel is used to stop the trains, such as if one broke.
If the force was the same for each of the 20 smaller wheels as it is for 4 big wheels, the forces would be much, much greater overall, on the 20 wheel train. But they are not, they are the same, so physics being physics spreads the same force across more points.
Edit: why do you think Oblivion has much larger running wheels? It's because the wheels, being fewer of them, have to cope with much larger forces because the heavy train has much less wheels to spread that same force over. Those larger forces will also reduce the likelihood of something minor, such as a shoe, stopping the train.