"Their steam engines put out a lot more smoke in comparison to Lionel. "
Just what we need in a world-wide respiratory virus pandemic, volatilized mineral oil for your lungs. Seriously, this is the wrong time in history to be smoking, vaping, using toy train smoke or anything else that you inhale other than oxygen and nitrogen. Smoking history is strongly associated with mortality due to COVID-19. That's products of combustion, but your lungs do not like foreign materials in general. There's no scientific evidence to cite specifically about volatilized mineral oil, but anything that puts foreign materials in your respiratory tract should be avoided like the plague in general, but particularly right now.