I don't recall ever seeing anything closer to AU. "The Depot at Baker's Bridge" references stage rides to AU from the station. The Alfred depot was a very nice depot and certainly much grander than anything a small town like Alfred Station needed. I assumed it was that way handling traffic with AU.
When I went to SUNY Alfred in the late 70s, the station was still standing and was a bar at the time. I believe it fell prey to conrails scorched earth policy. The station was, fittingly, in Alfred Station. There was no station in downtown Alfred proper.
There was no branch. Do you have a map that shows a branch? You can look at topos on historicaerials or regular maps on historicmapworks. No branch into town that I have. The book I mentions is pretty through on the Alfred topic. That's all it covers. No branch.