No one supports this because.
1. Population of Sheopur, Sabalgarh is very low not much people are interested, they are satisfied with what they have.
* GC is done because Railway has it's policy to convert all possible MG and NG to BG. That's the reason. Else not much importance is given because not much revenue is generated by this route.
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People of Gwalior themself are fed up with the jam made by this route because it passes through centre of the city, that's why it has been diverted from Rayru, Banmor, Bamour Gaon.
3. Good service of Buses from Jhansi and Gwalior and a vast empire of bus on this route is the main hurdle of construction of this route.
Even if this route is connected like Jhansi-Shivpuri-Kota or Etawah-Rayru-Kota it would complete the chain along with NH27 (East West Road corridor of India) Making complete route like Gorakhpur-Lucknow-Kanpur-Jhansi-Shivpuri-Kota-Udaipur-Ahmadabad/Marwar-Jodhpur(probably the shortest East West Connection.
4. Frequent bus service to Kota from Jhansi and Gwalior.
5. It's not like people ain't aware of this route but their are much better alternative than this railway line.
6.Gwalior has enough trains to Mumbai and Pune Like LTT AC, Lashkar Express, Jhansi Bandra, Gwalior Pune Express, Punjab Mail etc and flight is also there because of which not much people care for this.
*Jitne time mein Gwalior se Kota pohchke Mumbai ki train pakdenge. Utne time mein Gwalior se hi Bhopal se aage nikal ke aa jayenge. Jhansi neighbour of Gwalior has around 20-25 regular trains from Mumbai, which are coming from Entire UP and North India. Far ahead of Kota in train numbers to Mumbai.
So that can never be a reason.
7. No train like Mumbai gwalior exist its jhansi Bandra biweekly jiski frequency baht jaldi aur increase hogi because of its popularity.
That too people board it to reach Surat, Vadodara, Ujjain kyunki Wahan ki trains kam Mumbai ke liye baht saar trains hein.
8. Gwalior's strategic position also makes a difference. It's loosing because of it's topography it is covered 3 sides from High land. and not directly it's branch lines connects Major cities. Talk about it's Neighbor Jhansi connects Kanpur, Allhabad, Agra connects Jaipur, Kanpur, Kota. Gwalior lags because it has small branch routes like Etawah, Guna which is very less required.
Compare Jhansi-Kanpur and Gwalior-Etawah. Jhansi Kanpur is a short route and bigger junction. While Gwalior etawah ghumke dubara Kanpur jaana toh baht lamba hoga.