A few years back my SO and I flew into MSP, took the light rail into downtown Minneapolis, and connected to a bus that took us to a hotel near the Midway station. The next morning we caught the EB to Chicago. The bus, IIRC, ran frequently and dropped us off at the corner in front of the hotel. It was about a 10 minute walk to the station in the morning, and the route included sidewalks and signaled intersections.
I agree the new St. Paul Union station is better in almost every respect. But Midway station's location was not as bad as you make it sound.