Mel, even though the platforms are sheltered, it's still in the open. If it's windy weather, and you're standing on a platform waiting for the train, you'll know what i mean.
Those roofs don't cover all of the platforms either (haven't been on Amsterdam CS in a while, but in Utrecht there are still open spots, so you can even get wet if it rains), and frankly, i think it's a little hypocrite. Sure, people don't have to inhale my smoke anymore, now they only have to worry about the crap floating around coming from the trains, citybusses, cabs, and supplytrucks that keep coming and going 24/7. Quite an improvement i must say.