This is called a back formation. That is, a class of noun which once meant something specific all by itself, now has rivals.
The classic example is guitar. At one time, all guitars were "acoustic" guitars, and so the "acoustic" modifier was not needed. Now that there are electric guitars, the term guitar may mean an electric guitar, so people who want to be specific about the non-electric version will specify an "acoustic" guitar.
Presumably you can have other types of colleagues than "work" colleagues, but the back formation here seems a bit redundant. There are other kinds of stations besides train stations, so the formation is more obviously beneficial there.