Think you may be confusing the Duke of Devonshire (Cavendish) with the Duke of Sutherland (Leveson-Gower). Two different families.
The 1st Duke of Sutherland was infamously connected with the Highland Clearances, the 3rd Duke had interests in local Railway companies, operated and subsequently absorbed by the Highland Rly...and the private station and private loco 'Dunrobin' still exist.
Since Devonshire was main shareholder and chairman, seems reasonable to think he should get his moneys worth, ie a station building matching his ancestral pile.