Actually, Union Depot's freeway access is better than that of Midway Station. From the east and southeast (US 10/61), take the Mounds Blvd. exit off I-94, hang a left on Kellogg, and you pass right under the concourse. If you prefer, you can also take the 6th St. exit off I-94 and end up a few blocks north of Union Depot. From the north off I-35E, the Wacouta St. exit places you seven blocks north of the depot, and off I-94 from the west the Wall St. exit puts you six blocks north and a block east of the depot.
Compare that with Midway - the Cretin-Vandalia exit puts you six or seven blocks from the station, but not in a direct path. Even from University Avenue, the only sign of Midway Station is, well, a sign on the corner of University where Cleveland and Transfer Road intersect. Not at all obvious, and even less so for people coming from the north - Pierce Butler Route is a nice shortcut off MN 51/Snelling Avenue, but also not well known to anyone but BNSF intermodal truckers. I won't deny that it will be annoying to have to make two stops though. Shame they can't just put up a platform at East Minneapolis Junction and have the 261 crew switch out PVs for their own house track.
As for Midway, I kind of like it, even though I'm anxious for SPUD. It may be an Amshack on steroids. but it's always reminded me of the glory days of 1970s air travel with the funny overhead lounge and general decor. Hopefully it gets used by someone willing to keep the finer parts of the building (yes, I know, don't laugh.)