Yeah, having just watched it again, I can understand your impression of the song. As I said, though, the audio in the clip isn't the best quality. In fact, I'd go a step further and say the audio sucks!
The percussion is barely audible even when trying to listen for it specifically. The rhythm of the percussion is what drives the song and evokes the feeling of a train chugging down the tracks. Since that rhythm is so muted in the YouTube clip, the slow jazz/new age melody isn't supported and sounds somewhat bizzarre. I totally hear the cowboy/western theme you mentioned!
It's a shame the audio is so poor. In this case, it really distorts the music into something it isn't. If you get a chance to hear cd-quality recording, you'll hear a very well "trained" ensemble.
