i've read it in a number of etiquette books at American Memory. Yes, it was very usual. Why is this apparently unbelievable to you? A train coach is a promiscuous gathering of God knows what kind of people. Reading a book was a signal that the person did not wish to endure the prying of strangers, invitations to play cards, or otherwise scrape an acquaintance. Ladies who must travel alone would always bring reading material, or they were no ladies (alternatve for those caught w/o a book: write letters). To someone who couldn't get the idea, one was allowed to crisply say,"Excuse me. I'm reading," and ignore their further existence.

Today, don't we put in our earbuds and get very attentive to our mobile's screen to signal the same "don't bother me" on trains or buses?

It was long accepted that a lady who must eat alone at a restaurant would bring a book to read. To sit and just look around would be a signal she was looking for masculine company.