Wow, that's one heck of a station! It's about 20x more elaborate than your standard 19th Century station in rural New England. Fancier even than North Conway, New Hampshire, since it looks to be brick, not wood.
What gives, then? Was Waterbury a branch junction once, or was the town bigger/richer in ca. 1850 than it is today (something that's not impossible in northern New England)?