Last week the HK police decided to fire tear gas within a station as well.
Yes, and it's legitimate from a business point of view.
But then, if the police wanted to shut down these stations, causing violences/attacks would also be a way to push MTR's hand (they've already hired mobs to stir the protests, trashing stations for strategic advantage wouldn't be out of character)
There's been a lot of push back on the police operating inside the MTR stations, especially after what happened last time. It's one thing to try and push people to leave the area, another thing to fire tear gas rounds at the entrances of MTR stations.
The protestors have already shown that they can cripple the MTR network within a couple of hours, I doubt the MTR want to be on the wrong side.