It's safe, very safe. Most likely the other train will be waiting right across the platform. They schedule the arrival/departure a couple of minutes apart, most likely in case the arrival is a bit late. There are two sets of stairs at the station, the northern set has a train station the southern is just a cross over. If anything, she should go to the northern set of stairs to wait for the next train. There is no "station master" so I doubt it will be manned. There will be taxis at the taxi stand but they will leave after the last train arrives.
If your wife is concerned, have her put this number in her cell: 914-271-5177. It's the local Croton Police and they are very bored at 2am. They have two cars out and about and the village is only 4sq miles so response time is good. Technically the MTA police patrol the station but village police assist. Use this number as opposed to dialing 911 from your cell which goes to a central station.
Good Luck and don't worry. Can she drive down to Croton Harmon? It's $6 a day to park there.