So right now, let's say I had a huge warehouse where I want to request 100,000 iron plates. And I don't want to trigger a request unless I'm missing 30k plates. I cannot set the request threshold to 30,000 because trains can only hold 2,000 (in pyanodons).

The particular case where this matters a lot is in any mod where you have upgraded wagons later in the game. Right now, you can only set your request thresholds to max out at [wagon tier 1 capacity], but then as soon as you now have an entire fleet of wagon tier 2, which can hold more, now all your wagons are just running around half-full.

Whereas if you would have been allowed to set larger thresholds before, you would have just been triggering deliveries that required 2 trains, but once you upgrade the wagons, now the delivery can be satisfied with 1 train. and it's much smoother and doesn't require manually changing anything.

I think this should just be a mod option "allow request threshold to exceed max train cargo capacity". Then it would still trigger deliveries where trains can't do the WHOLE delivery, but it would just be capped at the train wagon capacity.