I agree I'd rather stay in Glenwood Springs, but we'll be flying in from Upstate NY to catch the Zephyr so we have to spend at least one night in Denver probably since there are not a lot of good options to fly into Glenwood Springs and the train from Denver leaves at 7am. At that point, I'm not sure it makes sense to get on train in Denver and then get off in Glenwood Springs. Although it does look really nice. Would we be missing out if we missed the scenery between Denver and Glenwood Springs and found a way to fly into Glenwood versus Denver?
The best scenery of the Rockies is IMO between Glenwood Springs and Denver, so I'd not miss that section. It's the part that includes narrow canyons and other nice landscapes without the I-70 in the way (it diverges from the CZ route a little east of Glenwood Springs).