Doors and rails on the end imply to me it's been turned into a boat house.
Unless it's the Upper Deck bar, I don't see a likely candidate even on older aerials.
I do find the former passenger station operating as Sacketts Harbor Brewing Company and visble in street view images. Found a claim it burned last year but investigating found a different structure burned nearby.
Further playing with vintage aerials shows it may be/have been north/east of the passenger station, either heavily facelifted or replaced. Bing has the better street views. Building has dormer windows in the top of it. If I go back to like 2005 aerial the shape of the building is more like the one in your photo. Current building has some suggestion of a RR station but appears to be different than the one in the station photo.
I went back into the tax files and show current structure built 2006, property sold 11/05 and apparently was land and building then. So my guess is it was at 207 General Smith Drive, on the water, and torn down in 2006 for the current townhouse apartment building.