I'll guess that PRR had a fire department. The much smaller Boston & Maine had one for years at its Billerica, Mass. Shops
Technically the "railroad" (which owned and operated the shops) did have a fire "department" (which was more really some fire-fighting equipment and employees trained to operate same). However, to be more correct, the locomotive shops had the fire "department" (since the "department" did not operate system-wide).
Today it probably would be very difficult for a private industry to maintain a legitimate fire department.
Today it would be much more expensive
for a private industry. but not more difficult. Training and equipment costs money, money that could be used elsewhere in the industry.
It all depends on the size of the operation and how close (or far) "professional" fire services (municipal fire departments or more rural volunteer fire companies) are from the facility. Does the need for such fire protection outweigh the expense of same? Don't forget, when such things were started and used many years ago, the roadways weren't always available to support a rapid response from outside and the fire threat was more real.