Very tough in practice. Assuming such a service can be run, it has to run non-stop in Bangladesh territory and the coaches need to be fully closed with heavy RPF presence to make sure nobody gets in or out. This runs in contradiction to the concept of a normal passenger service.Maybe a fully reserved train/AC train might work[kind of Delhi-Atari]. European countries have much easier diplomatic procedures and inter-country rail lines exist; though that situation isn't currently possible in Asia.