If you read the article, it's clear that "leaving the train of history" refers both to abandoning communism and to not subsequently "changing train" to another

If you read the article, it's clear that "leaving the train of history" refers both to abandoning communism and to not subsequently "changing train" to another 20th C ideology (capitalism/Freudianism/refined Marxism), instead choosing to subscribe to Christianity (understood as a conservative orthodoxy). So you're right about the association of historicism/Whig history with communism, but for Arendt that category (historicist ideologies) didn't just include communism.