I challenge anyone to name a single religion, mythology, shamanic belief system, body of folklore in the entire ancient and modern world that does not have a story involving a symbolic representation of choice. Be it a crossroads, a bridge, a fork in the road, a door to choose, a box to open, a tunnel, a lock to turn, or a train station.

JKR is a very intelligent and well-read woman and I think she knows that the ubiquitous nature of these physcial objects and places that represent choice happens for a reason. When push comes to shove, the life you lead comes down to the choices you make. This has been emphasized in every book.

Harry chooses to be a Gryffindor. Harry chooses to help free Dobby. Harry chooses to spare Wormtail. Harry chooses to duel Voldemort in the graveyard. Harry chooses to go to the Department of Mysteries. Harry chooses to follow Dumbledore's orders and keep force feeding him the potion. Harry chooses to trust Dumbledore and focus on the Horcroxes instead. Harry chooses to die.

All of these choices however stem from a choice Harry made when he was 11 years old standing on the platform at Kings Cross Station-to get on a train that would take him to another world. And ever since then he has moved between two worlds, the Muggle World and the Wizarding World, every time he chooses to get on or get off the train at Kings Cross.

So now Harry is once again between two worlds, the World of the Living and the World of the Dead, and he must choose which one to go to. And since it's "all in [his] head" it makes perfect sense that the place in which he must choose which world to go to is exactly the same as the always has been.