I'm sure I've read in the past on other forums that owners got the DtD dealer to pay for train tickets if they were collecting the car themselves, but it usually formed part of their opening conversations with the dealer, not just prior to picking the car up.
Personally, we've had five or so cars bought through DtD and collected all of them, some nearer but mostly 150 miles or more away and haven't asked for anything, but that was probably more a simple oversight on our part than anything else.
No problem in asking the dealer as you have nothing to lose.