With some chatting up of the staff/conductor before you reach your actual desired premature destination, it's not uncommon for them to be cooperative on getting the bike out of the luggage car and into one of the entrances near the other carry-on luggage for you to get off prematurely with it.

But you have to talk to them early enough in the ride but not so early that they've been replaced, and it probably won't work out if the train is packed and they're understaffed or otherwise super busy.

On my aforementioned Zephyr trip the conductor offered to let me off with the checked bike @ Colfax when he learned I had a bike and SAC ticket intending to ride to Pollock Pines.

They're entirely capable of getting you off with the bike prematurely at any stop, you just gotta talk to them and give them enough advance notice. Agreed that it's annoying Amtrak can't officially offer it for all stops...