I would say that the theme of this story is the idea that war (or at least WWI for Italy) is pointless.
For most of the story, it seems as if the theme will be different. All the people in the train tell the couple whose son is leaving for the front that they should not be sad. It seems that the message is that the parents should not be so sad about their son going off to war.
But then the ending of the story changes things completely. It seems that the man who sounded the most patriotic didn't believe what he was saying.
This, to me, tells us that the theme is anti-war. Not even the man who seems most pro-war can seriously believe what he is saying.
You can also see this theme in how many of the other passengers do not seem committed to the war. None of the others really defends the war strongly.