Appreciate that the original station was in that location but just quite a hike compared to now to get out of the station ie to travel across the full length of the platform and then Effectively through the full length of the Poundland/Littlewoods Building. They would have to somehow take control of the existing north station and Bon marche buildings and try and work out the various levels as sure as there is a reasonable level difference between HSW and market square.
It's a minor consideration having to walk a long platform compared to having a proper entrance in High Street. Originally there was only the north entrance and the south entrance was only added as an afterthought later. I think the second south entrance only lasted about 12 years before the current south entrance was built so it was a bit of a waste of money really.
According to the elevation tool on Google Earth pro the height difference between HSW and the market square is - 3 feet and the south entrance - 7 feet, nothing significant.