Like pretty much all power stations, Thorpe Marsh was rail linked, in fact it sits alongside the East Coast Main Line. For some reason, the sidings are still intact, albeit heavily overgrown with those trees that seem to grow spontaneously on all disused railway lines. Intriguingly, there are also bits of the signalling insfrastructure still intact (just) as well, although all the switchboxes have predictably been stripped of all their copper.
I can only think that the sidings were left en situ for any potential future use of the site, but until they figure out how to bring the cooling towers down, time stands still.