In confidence, of course.
I don't know what the restrictions are on who can be told what .. and it might differ - depending on the location of the threat - and how serious the threat is.
But .. all that aside .. I suspect the suitcase was meant for another location and was dumped when the people carrying it felt they were being watched. I haven't ridden a train for a long time, but I suspect it might be fairly easy to go to the end of the train and toss something out without being seen ..?? Just a thought!